Lee-Carter model of mortality or fertility rates. `lca`

produces a standard Lee-Carter model by default, although many
other options are available. `bms`

is a wrapper for
`lca`

and returns a model based on the
Booth-Maindonald-Smith methodology.

1 2 3 4 5 6 7 8 9 | ```
lca(data, series=names(data$rate)[1], years=data$year,
ages=data$age, max.age=100,
adjust = c("dt", "dxt", "e0", "none"), chooseperiod=FALSE,
minperiod=20, breakmethod=c("bai","bms"), scale = FALSE,
restype = c("logrates", "rates", "deaths"), interpolate = FALSE)
bms(data, series=names(data$rate)[1], years=data$year,
ages=data$age, max.age=100,
minperiod = 20, breakmethod = c("bms", "bai"), scale = FALSE,
restype = c("logrates", "rates", "deaths"), interpolate = FALSE)
``` |

`data` |
demogdata object of type “mortality” or “fertility”. Output from read.demogdata. |

`series` |
name of series within data containing mortality or fertility values (1x1) |

`years` |
years to include in fit. Default: all available years. |

`ages` |
ages to include in fit. Default: all available ages up to |

`max.age` |
upper age to include in fit. Ages beyond this are collapsed into the upper age group. |

`adjust` |
method to use for adjustment of coefficients |

`chooseperiod` |
If TRUE, it will choose the best fitting period. |

`minperiod` |
Minimum number of years to include in fitting period if chooseperiod=TRUE. |

`breakmethod` |
method to use for identifying breakpoints if chooseperiod=TRUE. Possibilities are “bai”
(Bai's method computed using |

`scale` |
If TRUE, it will rescale bx and kt so that kt has drift parameter = 1. |

`restype` |
method to use for calculating residuals. Possibilities are “logrates”, “rates” and “deaths”. |

`interpolate` |
If TRUE, it will estimate any zero mortality or fertility rates using the same age group from nearby years. |

All mortality or fertility data are assumed to be in matrices of
mortality or fertility rates within `data$rate`

. Each row is one age group
(assumed to be single years). Each column is one year. The
function produces a model for the `series`

mortality or fertility rate matrix
within `data$rate`

. Forecasts from this model can be obtained using `forecast.lca`

.

Object of class “lca” with the following components:

`label` |
Name of region |

`age` |
Ages from |

`year` |
Years from |

`<series>` |
Matrix of mortality or fertility data as contained in |

`ax` |
Average deathrates across fitting period |

`bx` |
First principal component in Lee-Carter model |

`kt` |
Coefficient of first principal component |

`residuals` |
Functional time series of residuals. |

`fitted` |
Functional time series containing estimated mortality or fertility rates from model |

`varprop` |
Proportion of variance explained by model. |

`y` |
The data stored as a functional time series object. |

`mdev` |
Mean deviance of total and base lack of fit, as described in Booth, Maindonald and Smith. |

Heather Booth, Leonie Tickle, John Maindonald and Rob J Hyndman.

Booth, H., Maindonald, J., and Smith, L. (2002) Applying Lee-Carter
under conditions of variable mortality decline. *Population Studies*, **56**, 325-336.

Lee, R.D., and Carter, L.R. (1992) Modeling and forecasting US mortality. *Journal of
the American Statistical Association*, **87**, 659-671.

`forecast.lca`

, `fdm`

1 2 3 4 5 6 7 8 9 10 11 12 13 | ```
## Not run:
france.LC1 <- lca(fr.mort,adjust="e0")
plot(france.LC1)
par(mfrow=c(1,2))
plot(fr.mort,years=1953:2002,ylim=c(-11,1))
plot(forecast(france.LC1,jumpchoice="actual"),ylim=c(-11,1))
france.bms <- bms(fr.mort,breakmethod="bai")
fcast.bms <- forecast(france.bms)
par(mfrow=c(1,1))
plot(fcast.bms$kt)
## End(Not run)
``` |

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.