ilc: plot.per.pars – R documentation

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plot.per.pars

Miscellaneous plotting functions for lca and lca.rh type regression objects. Plot of the period effects of the (generalised) Lee-Carter model

Description

This function plots the age- and time-specific patterns of the period effects (only) obtained from the fitting of a generalised Lee-Carter model.

Usage

plot_per_pars(lca.obj)

Arguments

lca.obj

an object of class lca

Value

A plot with two graphical regions showing the age- and time-specific period parameters (i.e. beta_x^{(1)} and kappa_t).

Author(s)

Z. Butt and S. Haberman and H. L. Shang

References

Renshaw, A. E. and Haberman, S. (2006), “A cohort-based extension to the Lee-Carter model for mortality reduction factors", Insurance: Mathematics and Economics, 38, 556-570.

R. D. Lee and L. Carter (1992) “Modeling and forecasting U.S. mortality", Journal of the American Statistical Association, 87(419), 659-671.

Examples

mod6 <- lca.rh(dd.cmi.pens, mod='lc', interpolate=TRUE)
plot_per_pars(mod6)

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