print.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

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

Arguments

Display of 1D WH object — print.WH_1d

<dl>

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


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

</dl>

print.WH_1d: Display of 1D WH object

Description

Usage

Value

Arguments

Examples