On Mar 6, 2010, at 11:41 AM, Dieter Menne wrote:
David Winsemius wrote:
Dear listeRs;
I am hoping to provide myself the ability to interpolate mortality
estimates within intervals for a range of conditions and ages. I have
four mortality tables derived from the Society of Actuaries 2001 VBT
tables that contains interval mortality rates by starting age and
year
of duration. I would like to flexibly interpolate using a large set
(~4MM) of ages and conditions as input to small number (~300) of
functions, but my toy implementations puzzle me when I examine them,
and I cannot seem to store them properly. Say you start with a vector
of qx's:
....
How about using the polynomial representation given be polySpline in
package
splines? It a slightly decorated list of knots and coefficients that
could
be stored in a database.
Dieter
Thanks, Dieter, that looks very promising. It appears I can do some
prepocessing and have a reasonably compact object.
-
David Winsemius, MD
West Hartford, CT
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