locfit (version 1.5-9.9)

spence.21: Spencer's 21 point graduation rule.

Description

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.

Usage

spence.21(y)

Value

A vector with the same length as the input vector, representing the graduated (smoothed) values.

Arguments

y

Data vector of observations at equally spaced points.

References

Spencer, J. (1904). On the graduation of rates of sickness and mortality. Journal of the Institute of Actuaries 38, 334-343.

See Also

spence.15, spencer,

Examples

 data(spencer)
yy <- spence.21(spencer$mortality)
plot(spencer$age, spencer$mortality)
lines(spencer$age, yy)