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smoothAPC

The goal of smoothAPC is to model mortality rates as the sum of four components: a smooth bivariate function of age and time, smooth one-dimensional cohort effects, smooth one-dimensional period effects, and random errors. The model uses bivariate thin plate splines, bivariate lasso-type regularization, and allows for both period and cohort effects.

Installation

You can install the stable version from CRAN:

pak::pak("smoothAPC")

You can install the development version of smoothAPC from GitHub with:

# install.packages("pak")
pak::pak("robjhyndman/smoothAPC")

Example

library(smoothAPC)
m <- log(demography::fr.mort$rate$female[1:30, 150:160])
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo
#> Registered S3 methods overwritten by 'demography':
#>   method      from 
#>   print.lca   e1071
#>   summary.lca e1071
plot(m)

sm <- autoSmoothAPC(m)
plot(sm)

plot(sm, "period")

plot(sm, "cohort")

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smoothAPC R package

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