README.md

In RobbenJ/MultiMoMo: Multi-population mortality models

The MultiMoMo package

This is the source code for the MultiMoMo package, which is still under development.

Installation

To install MultiMoMo from GitHub, first install the devtools package:

install.packages('devtools')
devtools::install_github('RobbenJ/MultiMoMo')

Overview

The goal of the package MultiMoMo is to build a multipopulation mortality model using the Li-Lee approach. In short, the following concepts are tackled: 1. Downloading annual mortality data from HMD and Eurostat: period death counts and period exposures-to-risk per gender, per age, per country and per year. Period exposures from Eurostat are not available, but are calculated using the HMD-protocol. 2. Calibrating the multi-population mortality model (Li-Lee model) which consists out of two Lee-Carter models: one for the common trend (multi-population trend) and one for the country-specific deviation from this trend. 3. Fitting a time series process (RWD or AR(k)-process) to the time-dependent parameters in the Li-Lee model. 4. Projecting the time dependent parameters to future years using the fitted time series processes and using multiple simulations. 5. Closing (the simulations of) the mortality rates. 6. Calculating period and cohort life expectancies.

RobbenJ/MultiMoMo documentation built on June 28, 2022, 9:29 p.m.