Number of males and females born in Finland from 1751 to 2011
A time series object containing the number of males and females born in Finland from 1751 to 2011.
A time series object containing the number of males and females born in Finland from 1751 to 2011.
Statistics Finland https://pxnet2.stat.fi/PXWeb/pxweb/en/StatFin/.
data("sexratio") model <- SSModel(Male ~ SSMtrend(1, Q = NA), u = sexratio[, "Total"], data = sexratio, distribution = "binomial") fit <- fitSSM(model, inits = -15, method = "BFGS") fit$model["Q"] # Computing confidence intervals in response scale # Uses importance sampling on response scale (400 samples with antithetics) pred <- predict(fit$model, type = "response", interval = "conf", nsim = 100) ts.plot(cbind(model$y/model$u, pred), col = c(1, 2, 3, 3), lty = c(1, 1, 2, 2)) ## Not run: # Now with sex ratio instead of the probabilities: imp <- importanceSSM(fit$model, nsim = 1000, antithetics = TRUE) sexratio.smooth <- numeric(length(model$y)) sexratio.ci <- matrix(0, length(model$y), 2) w <- imp$w/sum(imp$w) for(i in 1:length(model$y)){ sexr <- exp(imp$sample[i, 1, ]) sexratio.smooth[i] <- sum(sexr*w) oo <- order(sexr) sexratio.ci[i, ] <- c(sexr[oo][which.min(abs(cumsum(w[oo]) - 0.05))], sexr[oo][which.min(abs(cumsum(w[oo]) - 0.95))]) } # Same by direct transformation: out <- KFS(fit$model, smoothing = "signal", nsim = 1000) sexratio.smooth2 <- exp(out$thetahat) sexratio.ci2 <- exp(c(out$thetahat) + qnorm(0.025) * sqrt(drop(out$V_theta))%o%c(1, -1)) ts.plot(cbind(sexratio.smooth, sexratio.ci, sexratio.smooth2, sexratio.ci2), col = c(1, 1, 1, 2, 2, 2), lty = c(1, 2, 2, 1, 2, 2)) ## End(Not run)
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