plot.WH_1d

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

plot.WH_1d function

<dl><dt>x</dt>
<dd>An object of class <code>"WH_1d"</code> returned by the <code>WH()</code> function</dd>
<dt>what</dt>
<dd>What should be plotted. Should be one of <code>fit</code> (the
default), <code>res</code> for residuals and <code>edf</code> for the effective degrees
of freedom.</dd>
<dt>trans</dt>
<dd>An (optional) transformation to be applied to the data. By
default the identity function</dd>
<dt>...</dt>
<dd>Not used</dd></dl>

Arguments

Plot 1D WH fit — plot.WH_1d

<dl>

<dt>x</dt>
<dd>An object of class <code>"WH_1d"</code> returned by the <code>WH()</code> function</dd>


<dt>what</dt>
<dd>What should be plotted. Should be one of <code>fit</code> (the
default), <code>res</code> for residuals and <code>edf</code> for the effective degrees
of freedom.</dd>


<dt>trans</dt>
<dd>An (optional) transformation to be applied to the data. By
default the identity function</dd>


<dt>...</dt>
<dd>Not used</dd>

</dl>

plot.WH_1d: Plot 1D WH fit

Description

Usage

Value

Arguments

Examples