d <- portfolio_mort$d
ec <- portfolio_mort$ec
y <- log(d / ec)
y[d == 0] <- - 20
wt <- d
fit_1d <- WH_1d(d, ec)
output_to_df(fit_1d)
keep_age <- which(rowSums(portfolio_LTC$ec) > 5e2)
keep_duration <- which(colSums(portfolio_LTC$ec) > 1e3)
d <- portfolio_LTC$d[keep_age, keep_duration]
ec <- portfolio_LTC$ec[keep_age, keep_duration]
y <- log(d / ec) # observation vector
y[d == 0] <- - 20
wt <- d
# Maximum likelihood
fit_2d <- WH_2d(d, ec)
output_to_df(fit_2d)
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