getMinimalFitStMoMo: Extract a lighter version of a fitted Stochastic Mortality...

Description Usage Arguments Value

View source: R/internalUtils.R

Description

Obtain a lighter version of a fitted Stochastic Mortality Model with the essential information for plotting, forecasting, and simulation.

Usage

1

Arguments

object

an object of class "fitStMoMo" with the fitted parameters of a stochastic mortality model.

Value

A list with class "fitStMoMo" with components

model

The StMoMo defining the fitted stochastic mortality model.

ax

Vector with the fitted values of the static age function α_x. If the model does not have a static age function or failed to fit this is set to NULL.

bx

Matrix with the values of the period age-modulating functions β_x^{(i)}, i=1, ..., N. If the i-th age-modulating function is non-parametric (e.g. as in the Lee-Carter model) bx[, i] contains the estimated values. If the model does not have any age-period terms (i.e. N=0) or failed to fit this is set to NULL.

kt

Matrix with the values of the fitted period indexes κ_t^{(i)}, i=1, ..., N. kt[i, ] contains the estimated values of the i-th period index. If the model does not have any age-period terms (i.e. N=0) or failed to fit this is set to NULL.

b0x

Vector with the values of the cohort age-modulating function β_x^{(0)}. If the age-modulating function is non-parametric b0x contains the estimated values. If the model does not have a cohort effect or failed to fit this is set to NULL.

gc

Vector with the fitted cohort index γ_{c}. If the model does not have a cohort effect or failed to fit this is set to NULL.

Dxt

Matrix of deaths used in the fitting.

Ext

Matrix of exposures used in the fitting.

oxt

Matrix of known offset values used in the fitting.

wxt

Matrix of 0-1 weights used in the fitting.

ages

Vector of ages in the data.

years

Vector of years in the data.

cohorts

Vector of cohorts in the data.


amvillegas/StMoMo documentation built on Nov. 7, 2019, 5:39 a.m.