residSVD2: Function to extract the resid from SVD

In CvmortalityMult: Cross-Validation for Multi-Population Mortality Models

Function to extract the resid from SVD

Description

This function uses the first d components of the singular value decomposition in order to approximate a vector of model residuals by a sum of d multiplicative terms, with the multiplicative structure determined by two specified factors follows the SVD function by Turner et al. (2023). For glm and gnm models from the gnm R-packages, the matrix entries are weighted working residuals. The primary use of residSVD is to generate good starting values for the parameters in Mult terms in models to be fitted using gnm. In this case, we modified the function in order to obtain good starting values for the multi-population mortality models.

Usage

residSVD2(model, fac1, fac2, d = 1)

Arguments

model	object with na.action, residuals, and weights methods, e.g. objects inheriting from class "gnm".
fac1	first factor.
fac2	second factor.
d	integer, the number of multiplicative terms to use in the approximation.

Value

If d = 1, a numeric vector; otherwise a numeric matrix with d columns.

References

Turner, H., & Firth, D. (2023). Generalized nonlinear models in R: An overview of the gnm package. R package version 1.1-5. https://CRAN.R-project.org/package=gnm

See Also

fitLCmulti, forecast.fitLCmulti multipopulation_cv, plot.fitLCmulti plot.forLCmulti

CvmortalityMult documentation built on April 4, 2025, 5:20 a.m.