On Apr 21, 2012, at 6:05 AM, jolo999 wrote:
Hi David,
thanks for your patience and your comment. Unfortunately, your code
- if I
understood it correctly - is still not what I am looking for. I try to
describe an example as you suggested:
I was asking for a working example (as implied by suggesting you could
start with one of the examples in the package help pages.) Not a hand-
waving exercise.
I assume that the Lee-Carter-Forecast-Modell generates different
sample
paths or simulation runs, e.g. 1000 simulations.
Produce the code that does this. I offered code that produced a L-C-M
forecast and that object (as far as I can tell) doesn't meet
assumptions you are making. So you must be using different code (or
you have a deeper understanding than I.)
--
David.
Within each simulation, a
mortality table is generated for all covered ages (0-100 in my case)
and a
forecast period for x years.
What I am looking for is a possibility to extract percentiles from
these
sample paths or simulations, for example:
What is the 50%tile (or 75%tile, 80%tile, 95%tile etc.) survival
probability
of a (for example) 65 year old person in the first forecast year
(FCY1)
based on the 1000 simulations or sample paths.
Now I want to let this 65 year old person age for the next 10 years
that
means
--> What is the 50%ile (or 75%tile, 80%tile, 95%tile etc.) survival
probability of a 66 year old person in FCY2
--> What is the 50%ile (or 75%tile, 80%tile, 95%tile etc.) survival
probability of a 67 year old person in FCY3
--> What is the 50%ile (or 75%tile, 80%tile, 95%tile etc.) survival
probability of a 68 year old person in FCY4
... and so on.
Sorry, I dodn't know better to describe my problem. Hope you can help!
Thanks in advance and have a nice weekend!
Best
Jonas
--
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David Winsemius, MD
West Hartford, CT
______________________________________________
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