old_diblc_1: Dynamic Improvement Bayesian Lee-Carter

Description Usage Arguments Details Value

View source: R/old_diblc_1.R

Description

This routine is kept for archiving reasons and making old methodology available. See 'diblc' documentation for the latest method.

Usage

1
old_diblc_1(Y, I = 3000, B = 500)

Arguments

Y

Numerical matrix with age information on rows and time information on columns. Must be log-mortality with valid and finite values.

I

Number of iterations for the Gibbs sampler.

B

Number of iterations to be discarded.

Details

This routine in particular performs full state expansion, making every parameter of the model part of the state-space, all of them being modelled with fixed discount factors, and with observational variances being estimated with a Gibbs sampling step.

This routines takes too long to run and unecessarily adds dynamics to some of the parameters.

Value

A 'diblc' object.


vsart/dynamicimprovement documentation built on May 26, 2019, 5:35 a.m.