amvillegas / StMoMo

Stochastic Mortality Modelling
21 stars 6 forks source link

Extract confidence intervals from fitted model #16

Open mpascariu opened 5 years ago

mpascariu commented 5 years ago

Hi Andres,

Is there a quick way to extract the confidence intervals from an object of the class forStMoMo without doing simulations?

For example, if I am fitting/forecasting a Lee-Carter model, I would like to get confidence intervals for death rates based on the upper and lower bounds of thekt realisations already in the forStMoMo object. I know this is not the most orthodox way to do it but is often useful to have.

Thanks. Marius

I am a very happy user of your package. Nice work.