# MortCast: Estimation and Projection of Age-Specific Mortality Rates Age-specific mortality rates are estimated and projected using the Kannisto, Lee-Carter and related methods as described in Sevcikova et al. (2016) tools:::Rd_expr_doi("10.1007/978-3-319-26603-9_15") . package ## Details The package implements methodology described in Sevcikova et al. (2016) that is related to estimating and predicting age-specific mortality rates. The main functions are: * `cokannisto`: Extrapolates given mortality rates into higher ages using the Coherent Kannisto method. The original Kannisto method (with sex-independent extrapolation) is avalable in the function `kannisto`. * `lileecarter.estimate`: Estimates the coherent Lee-Carter parameters for male and female mortality rates (Li and Lee 2005), i.e. sex-independent parameters $a_x$ and $k_t$, and the coherent parameter $b_x$. In addition, it computes the ultimate $b^u_x$ for rotation (Li et al. 2013). The underlying sex-independent estimation is implemented in the function `leecarter.estimate`. * `mortcast`: Using estimated coherent Lee-Carter parameters and given future sex-specific life expectancies, it projects age-specific mortality rates, while (by default) rotating the $b_x$ parameter as described in Li et al. (2013). Functions contained in the package can be used to apply Algorithm 2 in Sevcikova et al. (2016) as shown in the Example below. It can be used for both, 5-year and 1-year age groups. Other methods for forecasting mortality rates are available: * `pmd`: pattern of mortality decline * `mlt`: model life tables * `logquad`: log-quadratic mortality model * `mortcast.blend`: combining two different methods A life table can be constructed using the `life.table` function. ## Examples ```r # This example applies Algorithm 2 in Sevcikova et al. (2016) # on data from WPP2017 for China # data(mxM, mxF, e0Fproj, e0Mproj, package = "wpp2017") country <- "China" # extract observed mortality rates for male and female mxm <- subset(mxM, name == country)[,4:16] mxf <- subset(mxF, name == country)[,4:16] rownames(mxm) <- rownames(mxf) <- c(0,1, seq(5, 100, by=5)) # Step 1: extrapolate from 100+ to 130+ using Coherent Kannisto mx130 <- cokannisto(mxm, mxf) # Steps 2-5: estimate coherent Lee-Carter parameters # (here ax is computed from the last observed period # and smoothened over ages) lc.est <- lileecarter.estimate(mx130$male, mx130$female, ax.index = ncol(mx130$male), ax.smooth = TRUE) # Steps 6-9: project future mortality rates based on future # life expectancies from WPP2017 e0f <- as.numeric(subset(e0Fproj, name == country)[-(1:2)]) e0m <- as.numeric(subset(e0Mproj, name == country)[-(1:2)]) names(e0f) <- names(e0m) <- colnames(e0Fproj)[-(1:2)] pred <- mortcast(e0m, e0f, lc.est) # plot projection for the first and last future time period plot(pred$female$mx[,"2015-2020"], type="l", log="y", ylim=range(pred$female$mx, pred$male$mx), xaxt="n", ylab="mx", xlab="Age", main=country, col="red") axis(1, at=1:nrow(pred$female$mx), labels=rownames(pred$female$mx)) lines(pred$male$mx[,"2015-2020"], col="blue") lines(pred$female$mx[,"2095-2100"], col="red", lty=2) lines(pred$male$mx[,"2095-2100"], col="blue", lty=2) legend("topleft", legend=c("male 2015-2020", "female 2015-2020", "male 2095-2100", "female 2095-2100"), bty="n", col=rep(c("blue", "red"),2), lty=c(1,1,2,2)) ``` ## References Li, N. and Lee, R. D. (2005). Coherent mortality forecasts for a group of populations: An extension of the Lee-Carter method. Demography, 42, 575-594. Li, N., Lee, R. D. and Gerland, P. (2013). Extending the Lee-Carter method to model the rotation of age patterns of mortality decline for long-term projections. Demography, 50, 2037-2051. Sevcikova H., Li N., Kantorova V., Gerland P., Raftery A.E. (2016). Age-Specific Mortality and Fertility Rates for Probabilistic Population Projections. In: Schoen R. (eds) Dynamic Demographic Analysis. The Springer Series on Demographic Methods and Population Analysis, vol 39. Springer, Cham. [Earlier version](https://arxiv.org/abs/1503.05215). ## Author(s) Hana Sevcikova, Nan Li and Patrick Gerland

MortCast-package