coef.fitStMoMo {StMoMo}

Extract coefficients from a fitted Stochastic Mortality Model

Description

Extract coefficients from a fitted Stochastic Mortality Model

Usage

## S3 method for class 'fitStMoMo'
coef(object, ...)

Arguments

object

an object of class "fitStMoMo" with the fitted parameters of a stochastic mortality model.

...

other arguments.

Value

A list of model parameters with components:

ax

Vector with the fitted values of the static age function \alpha_x. If the model does not have a static age function or failed to fit this is set to NULL.

bx

Matrix with the values of the period age-modulating functions \beta_x^{(i)}, i=1, ..., N. If the i-th age-modulating function is non-parametric (e.g., as in the Lee-Carter model) bx[, i] contains the estimated values. If the model does not have any age-period terms (i.e. N=0) or failed to fit this is set to NULL.

kt

Matrix with the values of the fitted period indexes \kappa_t^{(i)}, i=1, ..., N. kt[i, ] contains the estimated values of the i-th period index. If the model does not have any age-period terms (i.e. N=0) or failed to fit this is set to NULL.

b0x

Vector with the values of the cohort age-modulating function \beta_x^{(0)}. If the age-modulating function is non-parametric b0x contains the estimated values. If the model does not have a cohort effect or failed to fit this is set to NULL.

gc

Vector with the fitted cohort index \gamma_{c}. If the model does not have a cohort effect or failed to fit this is set to NULL.

Examples

APCfit <- fit(apc(), data = EWMaleData)
coef(APCfit)