spence.21 | Spencer's 21 point graduation rule. | spence.21 |
spence.21(y)
Spencer's 21 point rule is a weighted moving average operation for a sequence of observations equally spaced in time. The average at time t depends on the observations at times t-11,...,t+11.Except for boundary effects, the function will reproduce polynomials up to degree 3.
A vector with the same length as the input vector, representing the graduated (smoothed) values.
data(spencer) yy <- spence.21(spencer$mortality) plot(spencer$age, spencer$mortality) lines(spencer$age, yy)
spence.15, spencer,
Spencer, J. (1904). On the graduation of rates of sickness and mortality. Journal of the Institute of Actuaries 38, 334-343.
smooth
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