ilc: lca.dev.res – R documentation

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lca.dev.res

Miscellaneous utility functions for lca and lca.rh type regression objects. Deviance residuals of the Lee-Carter model

Description

A simple utility function to replace the original residuals (e.g. logrates, rates, deaths) of a LC fit with deviance residuals without the need to re-estimate the regression parameters. We note that the estimation of the parameters can be particularly slow in the case of the APC model.

Usage

lca.dev.res(lca.obj, pop, clip = 0)

Arguments

`lca.obj`	an object of class `lca`
`pop`	matrix of population data corresponding to the fitted mortality rates
`clip`	number of years to clip from start and end of cohort years

Details

The Lee-Carter regression object contains the type of residuals specified in the original function call, which might need to be changed for further analysis, but without actually re-running the entire iterative estimation process.

Value

An identical regression object as lca.obj containing the corresponding deviance residuals

Author(s)

Zoltan Butt, Steven Haberman and Han Lin Shang

Examples

# original model object with 'logrates' residuals
mod6 <- lca.rh(dd.cmi.pens, mod="lc", error="gauss", max=110, interpolate=TRUE)
# adjusted model object with 'deviance' residuals: 
dev6 <- lca.dev.res(mod6, insp.dd(dd.cmi.pens, "pop"))

ilc

Lee-Carter Mortality Models using Iterative Fitting Algorithms

v1.0

GPL (>= 2)

Authors

Zoltan Butt, Steven Haberman and Han Lin Shang

Initial release

2014-11-19