
Utility function to initialise a StMoMo
object representing the
M8 extension of the Cairns-Blake-Dowd mortality model introduced
in Cairns et al (2009).
m8(link = c("logit", "log"), xc)
defines the link function and random component associated with
the mortality model. "log"
would assume that deaths follow a
Poisson distribution and use a log link while "logit"
would
assume that deaths follow a Binomial distribution and a logit link.
Note that the default is the logit link.
constant defining the cohort age-modulating parameter.
An object of class "StMoMo"
.
The created model is either a logit-Binomial or a log-Poisson version of
the M8 model which has predictor structure
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.
StMoMo
, central2initial
,
cbd
, m6
, m7
# NOT RUN {
M8 <- m8(xc = 89)
wxt <- genWeightMat(55:89, EWMaleData$years, clip = 3)
M8fit <- fit(M8, data = central2initial(EWMaleData), ages.fit = 55:89)
plot(M8fit, parametricbx = FALSE)
# }
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