Create an Age-Period-Cohort mortality model
Utility function to initialise a StMoMo object representing an
Age-Period-Cohort mortality model.
apc(link = c("log", "logit"))link |
defines the link function and random component associated with
the mortality model. |
The created model is either a log-Poisson or a logit-Binomial version of the classical age-period-cohort mortality model which has predictor structure
η_{xt} = α_x + κ_t + γ_{t-x}.
To ensure identifiability we follow Cairns et al. (2009) and impose constraints
∑_c γ_c = 0
and
∑_c cγ_c = 0
An object of class "StMoMo".
Cairns, A. J. G., Blake, D., Dowd, K., Coughlan, G. D., Epstein, D., Ong, A., & Balevich, I. (2009). A quantitative comparison of stochastic mortality models using data from England and Wales and the United States. North American Actuarial Journal, 13(1), 1-35.
APC <- apc() wxt <- genWeightMat(EWMaleData$ages, EWMaleData$years, clip = 3) APCfit <- fit(APC, data = EWMaleData, wxt = wxt) plot(APCfit, parametricbx = FALSE, nCol = 3)
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