Description Usage Arguments Details Value Author(s) References See Also Examples
Returns an object of class Mort2Dsmooth
which is a
two-dimensional P-splines smooth of the input data of degree and order
fixed by the user. Specifically tailored to mortality data.
1 2 3 4 5 6 |
x |
vector for the abscissa of data. These must be at least
|
y |
vector for the ordinate of data. These must be at least
|
Z |
matrix of counts response. Dimensions of |
offset |
matrix with an a priori known component to be included
in the linear predictor during fitting. This should be |
W |
an optional matrix of weights to be used in the fitting
process. This should be |
overdispersion |
logical on the accounting for overdisperion in
the smoothing parameters selection criterion. See
|
ndx |
vector with the number of internal knots -1 for each
axis. Default: [ |
deg |
vector with the degree of the B-splines for each axis. Default: [3, 3]. |
pord |
vector with the order of differences for each axis. Default: [2, 2]. |
lambdas |
vector with smoothing parameters, possibly one for axis (optional). |
df |
a number which specifies the degrees of freedom (optional). |
method |
the method for controlling the amount of
smoothing. |
coefstart |
an optional matrix of starting coefficients. |
control |
a list of control parameters. See |
The method fits a two-dimensional P-spline model with equally-spaced
B-splines along x
and y
. The response variables must be
a matrix of Poisson distributed counts. Offset can be provided,
otherwise the default is that all weights are one.
The function is specifically tailored to smooth mortality data in
one-dimensional setting. In such case the argument x
would be
the ages and the argument y
the years under study. The
matrix of death counts will be the argument Z
. In a Poisson
regression setting applied to actual death counts the offset
will be the logarithm of the matrix of exposure population. See
example below.
The function can obviously account for zero counts and definite
offset. In a mortality context, the user can apply the function to
data with zero deaths, but it has to take care that no exposures are equal
to zero, i.e. offset equal to minus infinitive. In this last case, the
argument W
can help. The user would need to set weights equal
to zero when exposures are equal to zero leading to interpolation of
the data. See example below.
Regardless the presence of exposures equal to zero, the argument
W
can also be used for extrapolation and interpolation of the
data. Nevertheless see the function
predict.Mort2Dsmooth
for a more comprehensive way to
forecast mortality rates over ages and years.
The method produces results from a smoothing function which is the
Kronecker product of B-spline basis over the two axes and include a
discrete penalization directly on the differences of the B-splines
coefficients. The user can set the order of difference, the degree of
the B-splines and number of them for each of the axis. Nevertheless,
the smoothing parameters lambdas
are mainly used to tune the
smoothness/model fidelity of the fitted values.
The ranges in which lambda is searched is given in control
-
RANGEx
and RANGEy
. Though they can be modified, the
default values are suitable for most of the application.
There are print.Mort2Dsmooth
,
summary.Mort2Dsmooth
, plot.Mort2Dsmooth
predict.Mort2Dsmooth
and
residuals.Mort2Dsmooth
methods available for this
function.
Four methods for optimizing the smoothing parameters are available. The BIC
is set as default. Minimization of the AIC is also possible. BIC will give
always smoother outcomes with respect to AIC, especially for large
sample size. Alternatively the user can directly provide the smoothing
parameters (method=3
) or the degrees of freedom to be used in
the model (method=4
). In this last case isotropic smoothing
(same smoothing parameter over x
and y
) is employed. If
the user provides only a single value for the argument lambdas
,
isotropic smoothing is applied (with warning). Note that
Mort2Dsmooth
uses approximated degrees of freedom, therefore
method=4
will produce fitted values with
degree of freedom only similar to the one provided in df
. The
tolerance level can be set via control
- TOL2
.
Note that the two-dimensional 'ultimate' smoothing with very large
lambda will approach to a surface which is a product of two polynomial
of degree pord[1]
and pord[2]
, respectively. In
particular, when pord=c(2,2)
the 'ultimate' smoothing is a
bi-linear surface over x
and y
.
The argument overdispersion
can be set to TRUE
when
smoothing parameters selection has to account for possible presence of
over(under)dispersion. Mortality data often present overdispersion
also known, in demography, as heterogeneity. Duplicates in insurance
data can lead to overdispersed data, too. Smoothing parameters
selection may be affected by this phenomenon. When
overdispersion=TRUE
, the function uses a penalized
quasi-likelihood method for including an overdisperion parameter
(psi2
) in the fitting procedure. With this approach expected
values are assumed equal to the variance multiplied by the parameter
psi2
. See references. Note that with overdispersed data both BIC
and AIC might select higher lambdas, leading to smoother
outcomes. When overdispersion=FALSE
(default value) or
method=3
or method=4
, psi2
is estimated after the
smoothing parameters have been employed. Overdispersion parameter
larger (smaller) than 1 may be a sign of overdispersion
(underdispersion).
The control
argument is a list that can supply any of the
following components:
MON
: Logical. If TRUE
tracing information on the
progress of the fitting is produced. Default: FALSE
.
TOL1
: The absolute convergence tolerance for each completed
scoring algorithm. Default: 1e-06.
TOL2
: Difference between two adjacent smoothing parameters in
the (pseudo) grid search, log-scale. Useful only when method
is
equal to 1, 2 or 4. Default: 0.5.
RANGEx
: Range of smoothing parameters over x
in which
the grid-search is applied, commonly taken in log-scale.
Default: [10^-4 ; 10^6].
RANGEy
: Range of smoothing parameters over y
in which
the grid-search is applied, commonly taken in log-scale.
Default: [10^-4 ; 10^6].
MAX.IT
: The maximum number of iterations for each completed
scoring algorithm. Default: 50.
The arguments MON
, TOL1
and MAX.IT
are kept
during all the (pseudo) grid search when method
is equal to 1,
2 or 4. Function cleversearch
from package
svcm
is employed to speed the grid search. See
Mort2Dsmooth_optimize
for details.
The inner functions work using an arithmetic of arrays defined as Generalized Linear Array Model (GLAM) (see references). In order to avoid construction of large Kronecker product basis from the large number of B-splines along the axes, the function profits of the special structure of both the data as rectangular array and the model matrix as tensor product. It uses sequence of nested matrix operations and this leads to low storage and high speed computation within the IWLS algorithm. Moreover, the function do not vectorize the whole system keeping the actual two-dimensional array structure within the scoring algorithm.
An object of the class Mort2Dsmooth
with components:
coefficients |
matrix of fitted (penalized) B-splines coefficients. |
residuals |
matrix of deviance residuals. |
fitted.values |
matrix of fitted counts. |
linear.predictor |
matrix of fitted linear predictor. |
logmortality |
fitted mortality rates in log-scale. |
df |
effective dimension. |
dev |
Poisson Deviance. |
aic |
Akaike's Information Criterion. |
bic |
Bayesian Information Criterion. |
psi2 |
Overdispersion parameter. |
lambdas |
the selected (given) smoothing parameters. |
call |
the matched call. |
m |
length of argument |
n |
length of argument |
tolerance |
the used tolerance level. |
lev |
diagonal of the hat-matrix. |
ndx |
the number of internal knots -1 for each axis. |
deg |
degree of the B-splines for each axis. |
pord |
order of difference for each axis. |
x |
vector for the abscissa of data. |
y |
vector for the ordinate of data. |
Z |
matrix of counts response. |
offset |
matrix with an a priori known component. |
W |
matrix of weights. |
Bx |
the B-splines basis over |
By |
the B-splines basis over |
Carlo G Camarda
Camarda, C. G. (2012). MortalitySmooth: An R Package for Smoothing Poisson Counts with P-Splines. Journal of Statistical Software. 50, 1-24. http://www.jstatsoft.org/v50/i01/.
Currie, I. D., M. Durban, and P. H. C. Eilers (2006). Generalized linear array models with applications to multidimentional smoothing. Journal of the Royal Statistical Society. Series B. 68, 259-280.
Eilers, P. H. C., I. D. Currie, and M. Durban (2006). Fast and compact smoothing on large multidimensional grids. Computational Statistics & Data Analysis. 50, 61-76.
predict.Mort2Dsmooth
,
plot.Mort2Dsmooth
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 | ## selected data
ages <- 50:100
years <- 1950:2006
death <- selectHMDdata("Sweden", "Deaths", "Females",
ages = ages, years = years)
exposure <- selectHMDdata("Sweden", "Exposures", "Females",
ages = ages, years = years)
## fit with BIC
fitBIC <- Mort2Dsmooth(x=ages, y=years, Z=death,
offset=log(exposure))
fitBIC
summary(fitBIC)
## plot age 50 log death rates (1st row)
plot(years, log(death[1,]/exposure[1,]),
main="Mortality rates, log-scale.
Swedish females, age 50, 1950:2006")
lines(years, fitBIC$logmortality[1,], col=2, lwd=2)
## plot over age and years
## fitted log death rates from fitBIC
grid. <- expand.grid(list(ages=ages, years=years))
grid.$lmx <- c(fitBIC$logmortality)
levelplot(lmx ~ years * ages , grid.,
at=quantile(grid.$lmx, seq(0,1,length=10)),
col.regions=rainbow(9))
## see vignettes for examples on
## - Extra-Poisson variation
## - interpolation
## - extrapolation
|
Loading required package: svcm
Loading required package: Matrix
Loading required package: splines
Loading required package: lattice
Call:
Mort2Dsmooth(x = ages, y = years, Z = death, offset = log(exposure))
Number of Observations : 2907
of which x-axis : 51
y-axis : 57
Effective dimension : 47.1391
(Selected) smoothing parameters
over x-axis: 1000
over y-axis: 316.23
Bayesian Information Criterion (BIC): 4118.3
Call:
Mort2Dsmooth(x = ages, y = years, Z = death, offset = log(exposure))
Number of Observations : 2907
of which x-axis : 51
y-axis : 57
Effective dimension : 47.14
(Selected) smoothing parameters
over x-axis: 1000
over y-axis: 316.23
Bayesian Information Criterion (BIC) : 4118.3
Akaike's Information Criterion (AIC) : 3836.6
(Estimated) overdispersion parameter (psi^2): 1.31
Residuals:
Min 1Q Median 3Q Max
-4.49794 -0.80886 -0.05639 0.73204 4.02792
Settings and control:
x-axis: 13 B-splines of degree 3 - differences of order 2
y-axis: 14 B-splines of degree 3 - differences of order 2
convergence tolerance : 1.7056e-12
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