predict.DLM: DLM: Prediction of death probability

In BayesMortalityPlus: Bayesian Mortality Modelling

DLM: Prediction of death probability

Description

Extrapolates the mortality curve fitted by DLM by calculating the median of death probability and the respective prediction interval.

Usage

## S3 method for class 'DLM'
predict(object, h, prob = 0.95, ...)

Arguments

object	A DLM object that is result of a call to dlm() function.
h	The ages prediction horizon.
prob	Coverage probability of the predictive intervals.
...	Other arguments.

Value

A data.frame with the death probability prediction and prediction interval for the ages in the prediction horizon.

See Also

fitted.DLM().

Examples

## Importing mortality data from the USA available on the Human Mortality Database (HMD):
data(USA)

## Selecting the log mortality rate of the year 2000, ranging from 0 to 100 years old:
USA2000 = USA[USA$Year == 2000,]
x = 0:100
Ex = USA2000$Ex.Total[x+1]
Dx = USA2000$Dx.Total[x+1]

y = log(Dx/Ex)

## Fitting dlm
fit = dlm(y, M = 100)

## Extrapolating the death probabilities (qx)
predict(fit, h = 3, prob = 0.95)

BayesMortalityPlus documentation built on June 22, 2024, 7 p.m.