Description Usage Arguments Details Value References See Also Examples
View source: R/model_LeeCarter.R
Fit the Lee-Carter mortality model
1 |
data |
A data.frame or a matrix containing mortality data
with ages |
x |
Numerical vector indicating the ages in input |
y |
Numerical vector indicating the years in input |
verbose |
A logical value. Set |
... |
Arguments to be passed to or from other methods. |
lee1992MortalityForecast
The output is a list with the components:
input |
List with arguments provided in input. Saved for convenience; |
info |
Short details about the model; |
call |
An unevaluated function call, that is, an unevaluated expression which consists of the named function applied to the given arguments; |
coefficients |
Estimated coefficients; |
fitted.values |
Fitted values of the estimated model; |
observed.values |
The observed values used in fitting arranged in the same format as the fitted.values; |
residuals |
Deviance residuals; |
x |
Vector of ages used in the fitting; |
y |
Vector of years used in the fitting. |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | # Data
x <- 0:89
y <- 1985:2014
mx <- HMD_male$mx$GBRTENW[paste(x), paste(y)]
# Fit the model
M <- model.LeeCarter(data = mx, x = x, y = y)
M
summary(M)
# Check residuals
R <- residuals(M)
plot(R, plotType = "scatter")
plot(R, plotType = "colourmap")
plot(R, plotType = "signplot")
# Forecast
P <- predict(M, h = 20)
P
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