get_diagnosis

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

get_diagnosis function

<dl><dt>dev</dt>
<dd>Deviance of the model</dd>
<dt>pen</dt>
<dd>Penalization force</dd>
<dt>sum_edf</dt>
<dd>Effective dimension</dd>
<dt>n_pos</dt>
<dd>Number of strictly positive weights</dd>
<dt>tr_log_P</dt>
<dd>Trace of logarithm of penalization matrix</dd>
<dt>tr_log_Psi</dt>
<dd>Trace of logarithm of variance-covariance matrix</dd></dl>

Arguments

Diagnosis for Model Fit — get_diagnosis

<dl>

<dt>dev</dt>
<dd>Deviance of the model</dd>


<dt>pen</dt>
<dd>Penalization force</dd>


<dt>sum_edf</dt>
<dd>Effective dimension</dd>


<dt>n_pos</dt>
<dd>Number of strictly positive weights</dd>


<dt>tr_log_P</dt>
<dd>Trace of logarithm of penalization matrix</dd>


<dt>tr_log_Psi</dt>
<dd>Trace of logarithm of variance-covariance matrix</dd>

</dl>

get_diagnosis: Diagnosis for Model Fit

Description

Usage

Value

Arguments