compute_res_deviance

Deviance residuals for Poisson GLM

internal

An enhanced implementation of Whittaker-Henderson smoothing for the graduation
of one-dimensional and two-dimensional actuarial tables used to quantify Life Insurance risks.
'WH' is based on the methods described in Biessy (2025) <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

compute_res_deviance function

<dl><dt>D</dt>
<dd>Vector or matrix containing the number of observed events</dd>
<dt>D_hat</dt>
<dd>Vector or matrix containing the number of predicted events</dd></dl>

Arguments

Deviance residuals for Poisson GLM — compute_res_deviance

<dl>

<dt>D</dt>
<dd>Vector or matrix containing the number of observed events</dd>


<dt>D_hat</dt>
<dd>Vector or matrix containing the number of predicted events</dd>

</dl>

compute_res_deviance: Deviance residuals for Poisson GLM

Description

Usage

Value

Arguments