residSVD2

This function uses the first <code>d</code> components of the singular value
decomposition in order to approximate a vector of model residuals by a
sum of <code>d</code> multiplicative terms, with the multiplicative
structure determined by two specified factors follows the SVD function by Turner et al. (2023).
For <code>glm</code> and <code>gnm</code> models from the <code>gnm</code> R-packages,
the matrix entries are weighted working residuals. The primary use of <code>residSVD</code> is to
generate good starting values for the parameters in Mult terms
in models to be fitted using gnm. In this case, we modified the function
in order to obtain good starting values for the multi-population mortality models.

Implementation of cross-validation method for testing the forecasting accuracy of several multi-population mortality models. The family of multi-population includes several multi-population mortality models proposed through the actuarial and demography literature. The package includes functions for fitting and forecast the mortality rates of several populations. Additionally, we include functions for testing the forecasting accuracy of different multi-population models.
References, <https://journal.r-project.org/articles/RJ-2025-018/>.
Atance, D., Debon, A., and Navarro, E. (2020) <doi:10.3390/math8091550>.
Bergmeir, C. & Benitez, J.M. (2012) <doi:10.1016/j.ins.2011.12.028>.
Debon, A., Montes, F., & Martinez-Ruiz, F. (2011) <doi:10.1007/s13385-011-0043-z>.
Lee, R.D. & Carter, L.R. (1992) <doi:10.1080/01621459.1992.10475265>.
Russolillo, M., Giordano, G., & Haberman, S. (2011) <doi:10.1080/03461231003611933>.
Santolino, M. (2023) <doi:10.3390/risks11100170>.

David Atance

CvmortalityMult

Cross-Validation for Multi-Population Mortality Models

Ana Debón

residSVD2 function

<dl><dt>model</dt>
<dd>object with <a href="/link/na.action?package=CvmortalityMult&version=1.1.1" data-mini-rdoc="CvmortalityMult::na.action">na.action</a>, <a href="/link/residuals?package=CvmortalityMult&version=1.1.1" data-mini-rdoc="CvmortalityMult::residuals">residuals</a>, and <a href="/link/weights?package=CvmortalityMult&version=1.1.1" data-mini-rdoc="CvmortalityMult::weights">weights</a> methods, e.g. objects inheriting from class <code>"gnm"</code>.</dd>
<dt>fac1</dt>
<dd>first factor.</dd>
<dt>fac2</dt>
<dd>second factor.</dd>
<dt>d</dt>
<dd>integer, the number of multiplicative terms to use in the approximation.</dd></dl>

Arguments

Function to extract the resid from SVD — residSVD2

<dl>

<dt>model</dt>
<dd>object with <a href='https://rdrr.io/r/stats/na.action.html'>na.action</a>, <a href='https://rdrr.io/r/stats/residuals.html'>residuals</a>, and <a href='https://rdrr.io/r/stats/weights.html'>weights</a> methods, e.g. objects inheriting from class <code>"gnm"</code>.</dd>


<dt>fac1</dt>
<dd>first factor.</dd>


<dt>fac2</dt>
<dd>second factor.</dd>


<dt>d</dt>
<dd>integer, the number of multiplicative terms to use in the approximation.</dd>

</dl>

residSVD2: Function to extract the resid from SVD

Description

Usage

Value

Arguments

References

See Also