apc: Age-Period-Cohort Analysis (original) (raw)
Functions for age-period-cohort analysis. Aggregate data can be organised in matrices indexed by age-cohort, age-period or cohort-period. The data can include dose and response or just doses. The statistical model is a generalized linear model (GLM) allowing for 3,2,1 or 0 of the age-period-cohort factors. Individual-level data should have a row for each individual and columns for each of age, period, and cohort. The statistical model for repeated cross-section is a generalized linear model. The statistical model for panel data is ordinary least squares. The canonical parametrisation of Kuang, Nielsen and Nielsen (2008) <doi:10.1093/biomet/asn026> is used. Thus, the analysis does not rely on ad hoc identification.
Version: | 2.0.0 |
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Imports: | lattice, plyr, reshape, plm, survey, lmtest, car, ISLR, AER, ggplot2, ChainLadder |
Published: | 2020-10-01 |
DOI: | 10.32614/CRAN.package.apc |
Author: | Zoe Fannon, Bent Nielsen |
Maintainer: | Bent Nielsen <bent.nielsen at nuffield.ox.ac.uk> |
License: | GPL-3 |
NeedsCompilation: | no |
Materials: | |
In views: | ActuarialScience |
CRAN checks: | apc results |
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