eigen_dec

Eigen Decomposition of Penalization Matrix

internal

An enhanced implementation of Whittaker-Henderson smoothing for the gradation
of one-dimensional and two-dimensional actuarial tables used to quantify Life Insurance risks.
'WH' is based on the methods described in Biessy (2023) <doi:10.48550/arXiv.2306.06932>.
Among other features, it generalizes the original smoothing algorithm to maximum likelihood estimation,
automatically selects the smoothing parameter(s) and extrapolates beyond the range of data.

Guillaume Biessy

Enhanced Implementation of Whittaker-Henderson Smoothing

eigen_dec function

<dl><dt>n</dt>
<dd>Number of observations in the problem</dd>
<dt>q</dt>
<dd>Order of the penalization matrix</dd>
<dt>p</dt>
<dd>Number of eigenvectors to keep</dd></dl>

Arguments

Eigen Decomposition of Penalization Matrix — eigen_dec

<dl>

<dt>n</dt>
<dd>Number of observations in the problem</dd>


<dt>q</dt>
<dd>Order of the penalization matrix</dd>


<dt>p</dt>
<dd>Number of eigenvectors to keep</dd>

</dl>

eigen_dec: Eigen Decomposition of Penalization Matrix

Description

Usage

Value

Arguments