old_diblc_filter_1: Dynamic Improvement Bayesian Lee-Carter Model

In vsart/dynamicimprovement: Dynamic Improvement Mortality Modelling

Description

See 'old_diblc_1' for further documentation.

Usage

old_diblc_filter_1(Y, phi = NULL, df_a = 0.99, df_b = 0.9,
  df_k = 0.9, df_d = 0.99)

Arguments

Y	Numerical matrix with age information on rows and time information on columns. Must be log-mortality with valid and finite values.
phi	Observational precisions.
df_a	Discount factor for alpha errors. Defaults to 0.99.
df_b	Discount factor for beta errors. Defaults to 0.90.
df_k	Discount factor for kappa error. Defaults to 0.90.
df_d	Discount factor for delta error. Defaults to 0.99.

Value

A list with online means and variances for each parameter and forecasts. Same class as 'old_diblc_filter_1'.

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