Type: Package
Title: Bayesian Estimation and Forecasting of Age-Specific Rates
Version: 0.9.4
Description: Fast Bayesian estimation and forecasting of age-specific rates, probabilities, and means, based on 'Template Model Builder'.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Depends: R (≥ 4.3.0), rvec (≥ 0.0.7)
Imports: cli, generics, Matrix, methods, parallel, poputils (≥ 0.3.4), sparseMVN, stats, tibble, TMB, utils, vctrs
Suggests: bookdown, dplyr, ggplot2, knitr, lifecycle, rmarkdown, testthat (≥ 3.0.0), tidyr
Config/testthat/edition: 3
RoxygenNote: 7.3.2
LinkingTo: TMB, RcppEigen
VignetteBuilder: knitr
URL: https://bayesiandemography.github.io/bage/, https://github.com/bayesiandemography/bage
BugReports: https://github.com/bayesiandemography/bage/issues
NeedsCompilation: yes
Packaged: 2025-07-20 08:02:19 UTC; johnbryant
Author: John Bryant [aut, cre], Junni Zhang [aut], Bayesian Demography Limited [cph]
Maintainer: John Bryant <john@bayesiandemography.com>
Repository: CRAN
Date/Publication: 2025-07-20 08:30:02 UTC

Package 'bage'

Description

Bayesian estimation and forecasting of age-specific rates. Estimation uses TMB, and is fast.

Example workflow

  1. Specify model using mod_pois()

  2. Fit model using fit()

  3. Extract results using augment()

  4. Check model using replicate_data()

Functions

Specify model

Fit model

Extract results

Forecast

Check model

SVD-based modelling of age profiles

Data

Author(s)

Maintainer: John Bryant john@bayesiandemography.com

Authors:

Other contributors:

See Also

Useful links:

Autoregressive Prior

Description

Use an autoregressive process to model a main effect, or use multiple autoregressive processes to model an interaction. Typically used with time effects or with interactions that involve time.

Usage

AR(
  n_coef = 2,
  s = 1,
  shape1 = 5,
  shape2 = 5,
  along = NULL,
  con = c("none", "by")
)

Arguments

n_coef

Number of lagged terms in the model, ie the order of the model. Default is 2.

s

Scale for the prior for the innovations. Default is 1.

shape1, shape2

Parameters for beta-distribution prior for coefficients. Defaults are 5 and 5.

along

Name of the variable to be used as the 'along' variable. Only used with interactions.

con

Constraints on parameters. Current choices are "none" and "by". Default is "none". See below for details.

Details

If AR() is used with an interaction, then separate AR processes are constructed along the 'along' variable, within each combination of the 'by' variables.

By default, the autoregressive processes have order 2. Alternative choices can be specified through the n_coef argument.

Argument s controls the size of innovations. Smaller values for s tend to give smoother estimates.

Value

An object of class "bage_prior_ar".

Mathematical details

When AR() is used with a main effect,

\beta_j = \phi_1 \beta_{j-1} + \cdots + \phi_{\mathtt{n\_coef}} \beta_{j-\mathtt{n\_coef}} + \epsilon_j

\epsilon_j \sim \text{N}(0, \omega^2),

and when it is used with an interaction,

\beta_{u,v} = \phi_1 \beta_{u,v-1} + \cdots + \phi_{\mathtt{n\_coef}} \beta_{u,v-\mathtt{n\_coef}} + \epsilon_{u,v}

\epsilon_{u,v} \sim \text{N}(0, \omega^2),

where

Internally, AR() derives a value for \omega that gives every element of \beta a marginal variance of \tau^2. Parameter \tau has a half-normal prior

\tau \sim \text{N}^+(0, \mathtt{s}^2).

The correlation coefficients \phi_1, \cdots, \phi_{\mathtt{n\_coef}} each have prior

\phi_k \sim \text{Beta}(\mathtt{shape1}, \mathtt{shape2}).

Constraints

With some combinations of terms and priors, the values of the intercept, main effects, and interactions are are only weakly identified. For instance, it may be possible to increase the value of the intercept and reduce the value of the remaining terms in the model with no effect on predicted rates and only a tiny effect on prior probabilities. This weak identifiability is typically harmless. However, in some applications, such as when trying to obtain interpretable values for main effects and interactions, it can be helpful to increase identifiability through the use of constraints, specified through the con argument.

Current options for con are:

References

See Also

Examples

AR(n_coef = 3)
AR(n_coef = 3, s = 2.4)
AR(along = "cohort")

Autoregressive Prior of Order 1

Description

Use an autoregressive process of order 1 to model a main effect, or use multiple AR1 processes to model an interaction. Typically used with time effects or with interactions that involve time.

Usage

AR1(
  s = 1,
  shape1 = 5,
  shape2 = 5,
  min = 0.8,
  max = 0.98,
  along = NULL,
  con = c("none", "by")
)

Arguments

s

Scale for the prior for the innovations. Default is 1.

shape1, shape2

Parameters for beta-distribution prior for coefficients. Defaults are 5 and 5.

min, max

Minimum and maximum values for autocorrelation coefficient. Defaults are 0.8 and 0.98.

along

Name of the variable to be used as the 'along' variable. Only used with interactions.

con

Constraints on parameters. Current choices are "none" and "by". Default is "none". See below for details.

Details

If AR() is used with an interaction, separate AR processes are constructed along the 'along' variable, within each combination of the 'by' variables.

Arguments min and max can be used to specify the permissible range for autocorrelation.

Argument s controls the size of innovations. Smaller values for s tend to give smoother estimates.

Value

An object of class "bage_prior_ar".

Mathematical details

When AR1() is used with a main effect,

\beta_j = \phi \beta_{j-1} + \epsilon_j

\epsilon_j \sim \text{N}(0, \omega^2),

and when it is used with an interaction,

\beta_{u,v} = \phi \beta_{u,v-1} + \epsilon_{u,v}

\epsilon_{u,v} \sim \text{N}(0, \omega^2),

where

Internally, AR1() derives a value for \omega that gives every element of \beta a marginal variance of \tau^2. Parameter \tau has a half-normal prior

\tau \sim \text{N}^+(0, \mathtt{s}^2),

where s is provided by the user.

Coefficient \phi is constrained to lie between min and max. Its prior distribution is

\phi = (\mathtt{max} - \mathtt{min}) \phi' - \mathtt{min}

where

\phi' \sim \text{Beta}(\mathtt{shape1}, \mathtt{shape2}).

Constraints

With some combinations of terms and priors, the values of the intercept, main effects, and interactions are are only weakly identified. For instance, it may be possible to increase the value of the intercept and reduce the value of the remaining terms in the model with no effect on predicted rates and only a tiny effect on prior probabilities. This weak identifiability is typically harmless. However, in some applications, such as when trying to obtain interpretable values for main effects and interactions, it can be helpful to increase identifiability through the use of constraints, specified through the con argument.

Current options for con are:

References

See Also

Examples

AR1()
AR1(min = 0, max = 1, s = 2.4)
AR1(along = "cohort")

Components from Human Fertility Database

Description

An object of class "bage_ssvd" holding components extracted from mortality data from the Human Fertility Database. The object holds 5 components.

Usage

HFD

Format

Object of class "bage_ssvd".

Source

Derived from data from the Human Fertility Database.Max Planck Institute for Demographic Research (Germany) and Vienna Institute of Demography (Austria). . Code to create HFD is in folder 'data-raw/ssvd_hfd' in the source code for bage package.

Components from Human Mortality Database

Description

An object of class "bage_ssvd" holding components extracted from mortality data from the Human Mortality Database. The object holds 5 components.

Usage

HMD

Format

Object of class "bage_ssvd".

Source

Derived from data from the Human Mortality Database. Max Planck Institute for Demographic Research (Germany), University of California, Berkeley (USA), and French Institute for Demographic Studies (France). Code to create HMD is in folder 'data-raw/ssvd_hmd' in the source code for bage package.

Known Prior

Description

Treat an intercept, a main effect, or an interaction as fixed and known.

Usage

Known(values)

Arguments

values

A numeric vector

Value

An object of class "bage_prior_known".

See Also

Examples

Known(-2.3)
Known(c(0.1, 2, -0.11))

Components from OECD Labor Force Participation Data

Description

An object of class "bage_ssvd" holding components extracted from labor force participation data from the OECD Data Explorer.

Usage

LFP

Format

Object of class "bage_ssvd".

Source

Derived from data in the "Labor Force Indicators" table of the OECD Data Explorer. Code to create LFS is in folder 'data-raw/ssvd_lfp' in the source code for the bage package.

Linear Prior with Independent Normal Errors

Description

Use a line or lines with independent normal errors to model a main effect or interaction. Typically used with time.

Usage

Lin(s = 1, mean_slope = 0, sd_slope = 1, along = NULL, con = c("none", "by"))

Arguments

s

Scale for the prior for the errors. Default is 1. Can be 0.

mean_slope

Mean in prior for slope of line. Default is 0.

sd_slope

Standard deviation in prior for slope of line. Default is 1.

along

Name of the variable to be used as the 'along' variable. Only used with interactions.

con

Constraints on parameters. Current choices are "none" and "by". Default is "none". See below for details.

Details

If Lin() is used with an interaction, then separate lines are constructed along the 'along' variable, within each combination of the 'by' variables.

Argument s controls the size of the errors. Smaller values tend to give smoother estimates. s can be zero.

Argument sd_slope controls the size of the slopes of the lines. Larger values can give more steeply sloped lines.

Value

An object of class "bage_prior_lin".

Mathematical details

When Lin() is used with a main effect,

\beta_j = \alpha + j \eta + \epsilon_j

\alpha \sim \text{N}(0, 1)

\epsilon_j \sim \text{N}(0, \tau^2),

and when it is used with an interaction,

\beta_{u,v} \sim \alpha_u + v \eta_u + \epsilon_{u,v}

\alpha_u \sim \text{N}(0, 1)

\epsilon_{u,v} \sim \text{N}(0, \tau^2),

where

The slopes have priors

\eta \sim \text{N}(\mathtt{mean_slope}, \mathtt{sd_slope}^2)

and

\eta_u \sim \text{N}(\mathtt{mean_slope}, \mathtt{sd_slope}^2).

Parameter \tau has a half-normal prior

\tau \sim \text{N}^+(0, \mathtt{s}^2).

Constraints

With some combinations of terms and priors, the values of the intercept, main effects, and interactions are are only weakly identified. For instance, it may be possible to increase the value of the intercept and reduce the value of the remaining terms in the model with no effect on predicted rates and only a tiny effect on prior probabilities. This weak identifiability is typically harmless. However, in some applications, such as when trying to obtain interpretable values for main effects and interactions, it can be helpful to increase identifiability through the use of constraints, specified through the con argument.

Current options for con are:

See Also

Examples

Lin()
Lin(s = 0.5, sd_slope = 2)
Lin(s = 0)
Lin(along = "cohort")

Linear Prior with Autoregressive Errors

Description

Use a line or lines with autoregressive errors to model a main effect or interaction. Typically used with time.

Usage

Lin_AR(
  n_coef = 2,
  s = 1,
  shape1 = 5,
  shape2 = 5,
  mean_slope = 0,
  sd_slope = 1,
  along = NULL,
  con = c("none", "by")
)

Arguments

n_coef

Number of lagged terms in the model, ie the order of the model. Default is 2.

s

Scale for the innovations in the AR process. Default is 1.

shape1, shape2

Parameters for beta-distribution prior for coefficients. Defaults are 5 and 5.

mean_slope

Mean in prior for slope of line. Default is 0.

sd_slope

Standard deviation in the prior for the slope of the line. Larger values imply steeper slopes. Default is 1.

along

Name of the variable to be used as the 'along' variable. Only used with interactions.

con

Constraints on parameters. Current choices are "none" and "by". Default is "none". See below for details.

Details

If Lin_AR() is used with an interaction, separate lines are constructed along the 'along' variable, within each combination of the 'by' variables.

The order of the autoregressive errors is controlled by the n_coef argument. The default is 2.

Argument s controls the size of the innovations. Smaller values tend to give smoother estimates.

Argument sd_slope controls the slopes of the lines. Larger values can give more steeply sloped lines.

Value

An object of class "bage_prior_linar".

Mathematical details

When Lin_AR() is used with a main effect,

\beta_1 = \alpha + \epsilon_1

\beta_j = \alpha + (j - 1) \eta + \epsilon_j, \quad j > 1

\alpha \sim \text{N}(0, 1)

\epsilon_j = \phi_1 \epsilon_{j-1} + \cdots + \phi_{\mathtt{n\_coef}} \epsilon_{j-\mathtt{n\_coef}} + \varepsilon_j

\varepsilon_j \sim \text{N}(0, \omega^2),

and when it is used with an interaction,

\beta_{u,1} = \alpha_u + \epsilon_{u,1}

\beta_{u,v} = \eta (v - 1) + \epsilon_{u,v}, \quad v = 2, \cdots, V

\alpha_u \sim \text{N}(0, 1)

\epsilon_{u,v} = \phi_1 \epsilon_{u,v-1} + \cdots + \phi_{\mathtt{n\_coef}} \epsilon_{u,v-\mathtt{n\_coef}} + \varepsilon_{u,v},

\varepsilon_{u,v} \sim \text{N}(0, \omega^2).

where

The slopes have priors

\eta \sim \text{N}(\mathtt{mean\_slope}, \mathtt{sd\_slope}^2)

and

\eta_u \sim \text{N}(\mathtt{mean\_slope}, \mathtt{sd\_slope}^2).

Internally, Lin_AR() derives a value for \omega that gives \epsilon_j or \epsilon_{u,v} a marginal variance of \tau^2. Parameter \tau has a half-normal prior

\tau \sim \text{N}^+(0, \mathtt{s}^2).

The correlation coefficients \phi_1, \cdots, \phi_{\mathtt{n\_coef}} each have prior

0.5 \phi_k - 0.5 \sim \text{Beta}(\mathtt{shape1}, \mathtt{shape2}).

Constraints

With some combinations of terms and priors, the values of the intercept, main effects, and interactions are are only weakly identified. For instance, it may be possible to increase the value of the intercept and reduce the value of the remaining terms in the model with no effect on predicted rates and only a tiny effect on prior probabilities. This weak identifiability is typically harmless. However, in some applications, such as when trying to obtain interpretable values for main effects and interactions, it can be helpful to increase identifiability through the use of constraints, specified through the con argument.

Current options for con are:

See Also

Examples

Lin_AR()
Lin_AR(n_coef = 3, s = 0.5, sd_slope = 2)

Linear Prior with Autoregressive Errors of Order 1

Description

Use a line or lines with AR1 errors to model a main effect or interaction. Typically used with time.

Usage

Lin_AR1(
  s = 1,
  shape1 = 5,
  shape2 = 5,
  min = 0.8,
  max = 0.98,
  mean_slope = 0,
  sd_slope = 1,
  along = NULL,
  con = c("none", "by")
)

Arguments

s

Scale for the innovations in the AR process. Default is 1.

shape1, shape2

Parameters for beta-distribution prior for coefficients. Defaults are 5 and 5.

min, max

Minimum and maximum values for autocorrelation coefficient. Defaults are 0.8 and 0.98.

mean_slope

Mean in prior for slope of line. Default is 0.

sd_slope

Standard deviation in the prior for the slope of the line. Larger values imply steeper slopes. Default is 1.

along

Name of the variable to be used as the 'along' variable. Only used with interactions.

con

Constraints on parameters. Current choices are "none" and "by". Default is "none". See below for details.

Details

If Lin_AR1() is used with an interaction, separate lines are constructed along the 'along' variable, within each combination of the 'by' variables.

Arguments min and max can be used to specify the permissible range for autocorrelation.

Argument s controls the size of the innovations. Smaller values tend to give smoother estimates.

Argument sd_slope controls the slopes of the lines. Larger values can give more steeply sloped lines.

Value

An object of class "bage_prior_linar".

Mathematical details

When Lin_AR1() is being used with a main effect,

\beta_1 = \alpha + \epsilon_1

\beta_j = \alpha + (j - 1) \eta + \epsilon_j, \quad j > 1

\alpha \sim \text{N}(0, 1)

\epsilon_j = \phi \epsilon_{j-1} + \varepsilon_j

\varepsilon \sim \text{N}(0, \omega^2),

and when it is used with an interaction,

\beta_{u,1} = \alpha_u + \epsilon_{u,1}

\beta_{u,v} = \eta (v - 1) + \epsilon_{u,v}, \quad v = 2, \cdots, V

\alpha_u \sim \text{N}(0, 1)

\epsilon_{u,v} = \phi \epsilon_{u,v-1} + \varepsilon_{u,v},

\varepsilon_{u,v} \sim \text{N}(0, \omega^2).

where

The slopes have priors

\eta \sim \text{N}(\mathtt{mean\_slope}, \mathtt{sd\_slope}^2)

and

\eta_u \sim \text{N}(\mathtt{mean\_slope}, \mathtt{sd\_slope}^2).

Internally, Lin_AR1() derives a value for \omega that gives \epsilon_j or \epsilon_{u,v} a marginal variance of \tau^2. Parameter \tau has a half-normal prior

\tau \sim \text{N}^+(0, \mathtt{s}^2),

where a value for s is provided by the user.

Coefficient \phi is constrained to lie between min and max. Its prior distribution is

\phi = (\mathtt{max} - \mathtt{min}) \phi' - \mathtt{min}

where

\phi' \sim \text{Beta}(\mathtt{shape1}, \mathtt{shape2}).

Constraints

With some combinations of terms and priors, the values of the intercept, main effects, and interactions are are only weakly identified. For instance, it may be possible to increase the value of the intercept and reduce the value of the remaining terms in the model with no effect on predicted rates and only a tiny effect on prior probabilities. This weak identifiability is typically harmless. However, in some applications, such as when trying to obtain interpretable values for main effects and interactions, it can be helpful to increase identifiability through the use of constraints, specified through the con argument.

Current options for con are:

References

See Also

Examples

Lin_AR1()
Lin_AR1(min = 0, s = 0.5, sd_slope = 2)

Normal Prior

Description

Use independent draws from a normal distribution to model a main effect or interaction. Typically used with variables other than age or time, such as region or ethnicity, where there is no natural ordering.

Usage

N(s = 1)

Arguments

s

Scale for the standard deviation. Default is 1.

Details

Argument s controls the size of errors. Smaller values for s tend to give more tightly clustered estimates.

Value

An object of class "bage_prior_norm".

Mathematical details

\beta_j \sim \text{N}(0, \tau^2)

where \beta is the main effect or interaction.

Parameter \tau has a half-normal prior

\tau \sim \text{N}^+(0, \mathtt{s}^2),

where s is provided by the user.

See Also

Examples

N()
N(s = 0.5)

Normal Prior with Fixed Variance

Description

Normal prior where, in contrast to N(), the variance is treated as fixed and known. Typically used for main effects or interactions where there are too few elements to reliably estimate variance from the available data.

Usage

NFix(sd = 1)

Arguments

sd

Standard deviation. Default is 1.

Details

NFix() is the default prior for the intercept.

Value

An object of class "bage_prior_normfixed".

Mathematical details

\beta_j \sim \text{N}(0, \tau^2)

where \beta is the main effect or interaction, and a value for sd is supplied by the user.

See Also

Examples

NFix()
NFix(sd = 10)

Random Walk Prior

Description

Use a random walk as a model for a main effect, or use multiple random walks as a model for an interaction. Typically used with terms that involve age or time.

Usage

RW(s = 1, sd = 1, along = NULL, con = c("none", "by"))

Arguments

s

Scale for the prior for the innovations. Default is 1.

sd

Standard deviation of initial value. Default is 1. Can be 0.

along

Name of the variable to be used as the 'along' variable. Only used with interactions.

con

Constraints on parameters. Current choices are "none" and "by". Default is "none". See below for details.

Details

If RW2() is used with an interaction, a separate random walk is constructed within each combination of the 'by' variables.

Argument s controls the size of innovations. Smaller values for s tend to produce smoother series.

Argument sd controls variance in initial values. Setting sd to 0 fixes initial values at 0.

Value

An object of class "bage_prior_rwrandom" or "bage_prior_rwzero".

Mathematical details

When RW() is used with a main effect,

\beta_1 \sim \text{N}(0, \mathtt{sd}^2)

\beta_j \sim \text{N}(\beta_{j-1}, \tau^2), \quad j > 1

and when it is used with an interaction,

\beta_{u,1} \sim \text{N}(0, \mathtt{sd}^2)

\beta_{u,v} \sim \text{N}(\beta_{u,v-1}, \tau^2), \quad v > 1

where

Parameter \tau has a half-normal prior

\tau \sim \text{N}^+(0, \mathtt{s}^2),

where s is provided by the user.

Constraints

With some combinations of terms and priors, the values of the intercept, main effects, and interactions are are only weakly identified. For instance, it may be possible to increase the value of the intercept and reduce the value of the remaining terms in the model with no effect on predicted rates and only a tiny effect on prior probabilities. This weak identifiability is typically harmless. However, in some applications, such as when trying to obtain interpretable values for main effects and interactions, it can be helpful to increase identifiability through the use of constraints, specified through the con argument.

Current options for con are:

See Also

Examples

RW()
RW(s = 0.5)
RW(sd = 0)
RW(along = "cohort")

Second-Order Random Walk Prior

Description

Use a second-order random walk as a model for a main effect, or use multiple second-order random walks as a model for an interaction. A second-order random walk is a random walk with drift where the drift term varies. It is typically used with terms that involve age or time, where there are sustained trends upward or downward.

Usage

RW2(s = 1, sd = 1, sd_slope = 1, along = NULL, con = c("none", "by"))

Arguments

s

Scale for the prior for the innovations. Default is 1.

sd

Standard deviation of initial value. Default is 1. Can be 0.

sd_slope

Standard deviation of initial slope. Default is 1.

along

Name of the variable to be used as the 'along' variable. Only used with interactions.

con

Constraints on parameters. Current choices are "none" and "by". Default is "none". See below for details.

Details

If RW2() is used with an interaction, a separate random walk is constructed within each combination of the 'by' variables.

Argument s controls the size of innovations. Smaller values for s tend to give smoother series.

Argument sd controls variance in initial values. Setting sd to 0 fixes initial values at 0.

Argument sd_slope controls variance in the initial slope.

Value

An object of class "bage_prior_rw2random" or "bage_prior_rw2zero".

Mathematical details

When RW2() is used with a main effect,

\beta_1 \sim \text{N}(0, \mathtt{sd}^2)

\beta_2 \sim \text{N}(\beta_1, \mathtt{sd\_slope}^2)

\beta_j \sim \text{N}(2 \beta_{j-1} - \beta_{j-2}, \tau^2), \quad j = 2, \cdots, J

and when it is used with an interaction,

\beta_{u,1} \sim \text{N}(0, \mathtt{sd}^2)

\beta_{u,2} \sim \text{N}(\beta_{u,1}, \mathtt{sd\_slope}^2)

\beta_{u,v} \sim \text{N}(2\beta_{u,v-1} - \beta_{u,v-2}, \tau^2), \quad v = 3, \cdots, V

where

Parameter \tau has a half-normal prior

\tau \sim \text{N}^+(0, \mathtt{s}^2)

.

Constraints

With some combinations of terms and priors, the values of the intercept, main effects, and interactions are are only weakly identified. For instance, it may be possible to increase the value of the intercept and reduce the value of the remaining terms in the model with no effect on predicted rates and only a tiny effect on prior probabilities. This weak identifiability is typically harmless. However, in some applications, such as when trying to obtain interpretable values for main effects and interactions, it can be helpful to increase identifiability through the use of constraints, specified through the con argument.

Current options for con are:

See Also

Examples

RW2()
RW2(s = 0.5)

Second-Order Random Walk Prior with 'Infant' Indicator

Description

Use a second-order random walk to model variation over age, with an indicator variable for the first age group. Designed for use in models of mortality rates.

Usage

RW2_Infant(s = 1, sd_slope = 1, con = c("none", "by"))

Arguments

s

Scale for the prior for the innovations. Default is 1.

sd_slope

Standard deviation for initial slope of random walk. Default is 1.

con

Constraints on parameters. Current choices are "none" and "by". Default is "none". See below for details.

Details

A second-order random walk prior RW2() works well for smoothing mortality rates over age, except at age 0, where there is a sudden jump in rates, reflecting the special risks of infancy. The RW2_Infant() extends the RW2() prior by adding an indicator variable for the first age group.

If RW2_Infant() is used in an interaction, the 'along' dimension is always age, implying that there is a separate random walk along age within each combination of the 'by' variables.

Argument s controls the size of innovations in the random walk. Smaller values for s tend to give smoother series.

Argument sd controls the sl size of innovations in the random walk. Smaller values for s tend to give smoother series.

Value

Object of class "bage_prior_rw2infant".

Mathematical details

When RW2_Infant() is used with a main effect,

\beta_1 \sim \text{N}(0, 1)

\beta_2 \sim \text{N}(0, \mathtt{sd\_slope}^2)

\beta_3 \sim \text{N}(2 \beta_2, \tau^2)

\beta_j \sim \text{N}(2 \beta_{j-1} - \beta_{j-2}, \tau^2), \quad j = 3, \cdots, J

and when it is used with an interaction,

\beta_{u,1} \sim \text{N}(0, 1)

\beta_{u,2} \sim \text{N}(0, \mathtt{sd\_slope}^2)

\beta_{u,3} \sim \text{N}(2 \beta_{u,2}, \tau^2)

\beta_{u,v} \sim \text{N}(2 \beta_{u,v-1} - \beta_{u,v-2}, \tau^2), \quad v = 3, \cdots, V

where

Parameter \tau has a half-normal prior

\tau \sim \text{N}^+(0, \mathtt{s}^2)

.

Constraints

With some combinations of terms and priors, the values of the intercept, main effects, and interactions are are only weakly identified. For instance, it may be possible to increase the value of the intercept and reduce the value of the remaining terms in the model with no effect on predicted rates and only a tiny effect on prior probabilities. This weak identifiability is typically harmless. However, in some applications, such as when trying to obtain interpretable values for main effects and interactions, it can be helpful to increase identifiability through the use of constraints, specified through the con argument.

Current options for con are:

See Also

Examples

RW2_Infant()
RW2_Infant(s = 0.1)

Second-Order Random Walk Prior with Seasonal Effect

Description

Use a second-oder random walk with seasonal effects as a model for a main effect, or use multiple second-order random walks, each with their own seasonal effects, as a model for an interaction. Typically used with temrs that involve time.

Usage

RW2_Seas(
  n_seas,
  s = 1,
  sd = 1,
  sd_slope = 1,
  s_seas = 0,
  sd_seas = 1,
  along = NULL,
  con = c("none", "by")
)

Arguments

n_seas

Number of seasons

s

Scale for prior for innovations in random walk. Default is 1.

sd

Standard deviation of initial value. Default is 1. Can be 0.

sd_slope

Standard deviation for initial slope of random walk. Default is 1.

s_seas

Scale for innovations in seasonal effects. Default is 0.

sd_seas

Standard deviation for initial values of seasonal effects. Default is 1.

along

Name of the variable to be used as the 'along' variable. Only used with interactions.

con

Constraints on parameters. Current choices are "none" and "by". Default is "none". See below for details.

Details

If RW2_Seas() is used with an interaction, a separate series is constructed within each combination of the 'by' variables.

Argument s controls the size of innovations in the random walk. Smaller values for s tend to produce smoother series.

Argument n_seas controls the number of seasons. When using quarterly data, for instance, n_seas should be 4.

By default, the magnitude of seasonal effects is fixed. However, setting s_seas to a value greater than zero produces seasonal effects that evolve over time.

Value

Object of class "bage_prior_rw2randomseasvary", "bage_prior_rw2randomseasfix", "bage_prior_rw2zeroseasvary", or "bage_prior_rw2zeroseasfix".

Mathematical details

When RW2_Seas() is used with a main effect,

\beta_j = \alpha_j + \lambda_j, \quad j = 1, \cdots, J

\alpha_1 \sim \text{N}(0, \mathtt{sd}^2)

\alpha_2 \sim \text{N}(0, \mathtt{sd\_slope}^2)

\alpha_j \sim \text{N}(2 \alpha_{j-1} - \alpha_{j-2}, \tau^2), \quad j = 3, \cdots, J

\lambda_j \sim \text{N}(0, \mathtt{sd\_seas}^2), \quad j = 1, \cdots, \mathtt{n\_seas} - 1

\lambda_j = -\sum_{s=1}^{\mathtt{n\_seas} - 1} \lambda_{j - s}, \quad j = \mathtt{n\_seas}, 2 \mathtt{n\_seas}, \cdots

\lambda_j \sim \text{N}(\lambda_{j-\mathtt{n\_seas}}, \omega^2), \quad \text{otherwise},

and when it is used with an interaction,

\beta_{u,v} = \alpha_{u,v} + \lambda_{u,v}, \quad v = 1, \cdots, V

\alpha_{u,1} \sim \text{N}(0, \mathtt{sd}^2)

\alpha_{u,2} \sim \text{N}(0, \mathtt{sd\_slope}^2)

\alpha_{u,v} \sim \text{N}(2 \alpha_{u,v-1} - \alpha_{u,v-2}, \tau^2), \quad v = 3, \cdots, V

\lambda_{u,v} \sim \text{N}(0, \mathtt{sd\_seas}^2), \quad v = 1, \cdots, \mathtt{n\_seas} - 1

\lambda_{u,v} = -\sum_{s=1}^{\mathtt{n\_seas} - 1} \lambda_{u,v - s}, \quad v = \mathtt{n\_seas}, 2 \mathtt{n\_seas}, \cdots

\lambda_{u,v} \sim \text{N}(\lambda_{u,v-\mathtt{n\_seas}}, \omega^2), \quad \text{otherwise},

where

Parameter \omega has a half-normal prior

\omega \sim \text{N}^+(0, \mathtt{s\_seas}^2)

. If s_seas is set to 0, then \omega is 0, and the seasonal effects are fixed over time.

Parameter \tau has a half-normal prior

\tau \sim \text{N}^+(0, \mathtt{s}^2)

.

Constraints

With some combinations of terms and priors, the values of the intercept, main effects, and interactions are are only weakly identified. For instance, it may be possible to increase the value of the intercept and reduce the value of the remaining terms in the model with no effect on predicted rates and only a tiny effect on prior probabilities. This weak identifiability is typically harmless. However, in some applications, such as when trying to obtain interpretable values for main effects and interactions, it can be helpful to increase identifiability through the use of constraints, specified through the con argument.

Current options for con are:

See Also

Examples

RW2_Seas(n_seas = 4)               ## seasonal effects fixed
RW2_Seas(n_seas = 4, s_seas = 0.5) ## seasonal effects evolve
RW2_Seas(n_seas = 4, sd = 0)       ## first term in random walk fixed at 0

Random Walk Prior with Seasonal Effect

Description

Use a random walk with seasonal effects as a model for a main effect, or use multiple random walks, each with their own seasonal effects, as a model for an interaction. Typically used with terms that involve time.

Usage

RW_Seas(
  n_seas,
  s = 1,
  sd = 1,
  s_seas = 0,
  sd_seas = 1,
  along = NULL,
  con = c("none", "by")
)

Arguments

n_seas

Number of seasons

s

Scale for prior for innovations in random walk. Default is 1.

sd

Standard deviation of initial value. Default is 1. Can be 0.

s_seas

Scale for innovations in seasonal effects. Default is 0.

sd_seas

Standard deviation for initial values of seasonal effects. Default is 1.

along

Name of the variable to be used as the 'along' variable. Only used with interactions.

con

Constraints on parameters. Current choices are "none" and "by". Default is "none". See below for details.

Details

If RW_Seas() is used with an interaction, a separate series is constructed within each combination of the 'by' variables.

Argument s controls the size of innovations in the random walk. Smaller values for s tend to produce smoother series.

Argument sd controls variance in initial values of the random walk. sd can be 0.

Argument n_seas controls the number of seasons. When using quarterly data, for instance, n_seas should be 4.

By default, the magnitude of seasonal effects is fixed. However, setting s_seas to a value greater than zero produces seasonal effects that evolve over time.

Value

Object of class "bage_prior_rwrandomseasvary", "bage_prior_rwrandomseasfix", "bage_prior_rwzeroseasvary", or "bage_prior_rwzeroseasfix".

Mathematical details

When RW_Seas() is used with a main effect,

\beta_j = \alpha_j + \lambda_j, \quad j = 1, \cdots, J

\alpha_1 \sim \text{N}(0, \mathtt{sd}^2)

\alpha_j \sim \text{N}(\alpha_{j-1}, \tau^2), \quad j = 2, \cdots, J

\lambda_j \sim \text{N}(0, \mathtt{sd\_seas}^2), \quad j = 1, \cdots, \mathtt{n\_seas} - 1

\lambda_j = -\sum_{s=1}^{\mathtt{n\_seas} - 1} \lambda_{j - s}, \quad j = \mathtt{n\_seas}, 2 \mathtt{n\_seas}, \cdots

\lambda_j \sim \text{N}(\lambda_{j-\mathtt{n\_seas}}, \omega^2), \quad \text{otherwise},

and when it is used with an interaction,

\beta_{u,v} = \alpha_{u,v} + \lambda_{u,v}, \quad v = 1, \cdots, V

\alpha_{u,1} \sim \text{N}(0, \mathtt{sd}^2)

\alpha_{u,v} \sim \text{N}(\alpha_{u,v-1}, \tau^2), \quad v = 2, \cdots, V

\lambda_{u,v} \sim \text{N}(0, \mathtt{sd\_seas}^2), \quad v = 1, \cdots, \mathtt{n\_seas} - 1

\lambda_{u,v} = -\sum_{s=1}^{\mathtt{n\_seas} - 1} \lambda_{u,v - s}, \quad v = \mathtt{n\_seas}, 2 \mathtt{n\_seas}, \cdots

\lambda_{u,v} \sim \text{N}(\lambda_{u,v-\mathtt{n\_seas}}, \omega^2), \quad \text{otherwise},

where

Parameter \omega has a half-normal prior

\omega \sim \text{N}^+(0, \mathtt{s\_seas}^2).

If s_seas is set to 0, then \omega is 0, and seasonal effects are time-invariant.

Parameter \tau has a half-normal prior

\tau \sim \text{N}^+(0, \mathtt{s}^2).

Constraints

With some combinations of terms and priors, the values of the intercept, main effects, and interactions are are only weakly identified. For instance, it may be possible to increase the value of the intercept and reduce the value of the remaining terms in the model with no effect on predicted rates and only a tiny effect on prior probabilities. This weak identifiability is typically harmless. However, in some applications, such as when trying to obtain interpretable values for main effects and interactions, it can be helpful to increase identifiability through the use of constraints, specified through the con argument.

Current options for con are:

See Also

Examples

RW_Seas(n_seas = 4)               ## seasonal effects fixed
RW_Seas(n_seas = 4, s_seas = 0.5) ## seasonal effects evolve
RW_Seas(n_seas = 4, sd = 0)       ## first term in random walk fixed at 0

SVD-Based Prior for Age or Age-Sex Profiles

Description

Use components from a Singular Value Decomposition (SVD) to model a main effect or interaction involving age.

Usage

SVD(ssvd, n_comp = NULL, indep = TRUE)

Arguments

ssvd

Object of class "bage_ssvd" holding a scaled SVD. See below for scaled SVDs of databases currently available in bage.

n_comp

Number of components from scaled SVD to use in modelling. The default is half the number of components of ssvd.

indep

Whether to use separate or combined SVDs in terms involving sex or gender. Default is TRUE. See below for details.

Details

A SVD() prior assumes that the age, age-sex, or age-gender profiles for the quantity being modelled looks like they were drawn at random from an external demographic database. For instance, the prior obtained via 

SVD(HMD)

assumes that age or age-sex profiles look like they were drawn from the Human Mortality Database.

If SVD() is used with an interaction involving variables other than age and sex/gender, separate profiles are constructed within each combination of other variables.

bage chooses the appropriate age-specific or age-sex-specific SVD values internally. The choice depends on the model term that the SVD() prior is applied to, and on the age labels used in data argument to mod_pois(), mod_binom() or mod_norm(). bage makes its choice when set_prior() is called.

Value

An object of class "bage_prior_svd".

Joint or independent SVDs

Two possible ways of extracting patterns from age-sex-specific data are

  1. carry out separate SVDs on separate datasets for each sex/gender; or

  2. carry out a single SVD on dataset that has separate entries for each sex/gender.

Option 1 is more flexible. Option 2 is more robust to sampling or measurement errors. Option 1 is obtained by setting the joint argument to FALSE. Option 1 is obtained by setting the indep argument to TRUE. The default is TRUE.

Mathematical details

Case 1: Term involving age and no other variables

When SVD() is used with an age main effect,

\pmb{\beta} = \pmb{F} \pmb{\alpha} + \pmb{g},

where

\pmb{F} and \pmb{g} are constructed from a large database of age-specific demographic estimates by performing an SVD and standardizing.

The elements of \pmb{\alpha} have prior

\alpha_k \sim \text{N}(0, 1), \quad k = 1, \cdots, K.

Case 2: Term involving age and non-sex, non-gender variable(s)

When SVD() is used with an interaction that involves age but that does not involve sex or gender,

\pmb{\beta}_u = \pmb{F} \pmb{\alpha}_u + \pmb{g},

where

Case 3: Term involving age, sex/gender, and no other variables

When SVD() is used with an interaction that involves age and sex or gender, there are two sub-cases, depending on the value of indep.

When indep is TRUE,

\pmb{\beta}_{s} = \pmb{F}_s \pmb{\alpha}_{s} + \pmb{g}_s,

and when indep is FALSE,

\pmb{\beta} = \pmb{F} \pmb{\alpha} + \pmb{g},

where

The elements of \pmb{\alpha}_s and \pmb{\alpha} have prior

\alpha_k \sim \text{N}(0, 1).

Case 4: Term involving age, sex/gender, and other variable(s)

When SVD() is used with an interaction that involves age, sex or gender, and other variables, there are two sub-cases, depending on the value of indep.

When indep is TRUE,

\pmb{\beta}_{u,s} = \pmb{F}_s \pmb{\alpha}_{u,s} + \pmb{g}_s,

and when indep is FALSE,

\pmb{\beta}_u = \pmb{F} \pmb{\alpha}_u + \pmb{g},

where

Scaled SVDs of demographic databases in bage

References

See Also

Examples

SVD(HMD) 
SVD(HMD, n_comp = 3)

Dynamic SVD-Based Priors for Age Profiles or Age-Sex Profiles

Description

Use components from a Singular Value Decomposition (SVD) to model an interaction involving age and time, or age, sex/gender and time, where the coefficients evolve over time.

Usage

SVD_AR(
  ssvd,
  n_comp = NULL,
  indep = TRUE,
  n_coef = 2,
  s = 1,
  shape1 = 5,
  shape2 = 5,
  con = c("none", "by")
)

SVD_AR1(
  ssvd,
  n_comp = NULL,
  indep = TRUE,
  min = 0.8,
  max = 0.98,
  s = 1,
  shape1 = 5,
  shape2 = 5,
  con = c("none", "by")
)

SVD_RW(ssvd, n_comp = NULL, indep = TRUE, s = 1, sd = 1, con = c("none", "by"))

SVD_RW2(
  ssvd,
  n_comp = NULL,
  indep = TRUE,
  s = 1,
  sd = 1,
  sd_slope = 1,
  con = c("none", "by")
)

Arguments

ssvd

Object of class "bage_ssvd" holding a scaled SVD. See below for scaled SVDs of databases currently available in bage.

n_comp

Number of components from scaled SVD to use in modelling. The default is half the number of components of ssvd.

indep

Whether to use separate or combined SVDs in terms involving sex or gender. Default is TRUE. See below for details.

n_coef

Number of AR coefficients in SVD_RW().

s

Scale for standard deviations terms.

shape1, shape2

Parameters for prior for coefficients in SVD_AR(). Defaults are 5 and 5.

con

Constraints on parameters. Current choices are "none" and "by". Default is "none". See below for details.

min, max

Minimum and maximum values for autocorrelation coefficient in SVD_AR1(). Defaults are 0.8 and 0.98.

sd

Standard deviation of initial value for random walks. Default is 1. Can be 0.

sd_slope

Standard deviation in prior for initial slope. Default is 1.

Details

SVD_AR(), SVD_AR1(), SVD_RW(), and SVD_RW2() priors assume that, in any given period, the age profiles or age-sex profiles for the quantity being modelled looks like they were drawn at random from an external demographic database. For instance, the SVD_AR() prior obtained via 

SVD_AR(HMD)

assumes that profiles look like they were obtained from the Human Mortality Database.

Value

An object of class "bage_prior_svd_ar", "bage_prior_svd_rw", or "bage_prior_svd_rw2".

Mathematical details

When the interaction being modelled only involves age and time, or age, sex/gender, and time

\pmb{\beta}_t = \pmb{F} \pmb{\alpha}_t + \pmb{g},

and when it involves other variables besides age, sex/gender, and time,

\pmb{\beta}_{u,t} = \pmb{F} \pmb{\alpha}_{u,t} + \pmb{g},

where

\pmb{F} and \pmb{g} are constructed from a large database of age-specific demographic estimates by applying the singular value decomposition, and then standardizing.

With SVD_AR(), the prior for the kth element of \pmb{\alpha}_t or \pmb{\alpha}_{u,t} is

\alpha_{k,t} = \phi_1 \alpha_{k,t-1} + \cdots + \phi_n \beta_{k,t-n} + \epsilon_{k,t}

or

\alpha_{k,u,t} = \phi_1 \alpha_{k,u,t-1} + \cdots + \phi_n \beta_{k,u,t-n} + \epsilon_{k,u,t};

with SVD_AR1(), it is

\alpha_{k,t} = \phi \alpha_{k,t-1} + \epsilon_{k,t}

or

\alpha_{k,u,t} = \phi \alpha_{k,u,t-1} + \epsilon_{k,u,t};

with SVD_RW(), it is

\alpha_{k,t} = \alpha_{k,t-1} + \epsilon_{k,t}

or

\alpha_{k,u,t} = \alpha_{k,u,t-1} + \epsilon_{k,u,t};

and with SVD_RW2(), it is

\alpha_{k,t} = 2 \alpha_{k,t-1} - \alpha_{k,t-2} + \epsilon_{k,t}

or

\alpha_{k,u,t} = 2 \alpha_{k,u,t-1} - \alpha_{k,u,t-2} + \epsilon_{k,u,t}.

For details, see AR(), AR1(), RW(), and RW2().

Constraints

With some combinations of terms and priors, the values of the intercept, main effects, and interactions are are only weakly identified. For instance, it may be possible to increase the value of the intercept and reduce the value of the remaining terms in the model with no effect on predicted rates and only a tiny effect on prior probabilities. This weak identifiability is typically harmless. However, in some applications, such as when trying to obtain interpretable values for main effects and interactions, it can be helpful to increase identifiability through the use of constraints, specified through the con argument.

Current options for con are:

Scaled SVDs of demographic databases in bage

References

See Also

Examples

SVD_AR1(HMD)
SVD_RW(HMD, n_comp = 3)
SVD_RW2(HMD, indep = FALSE)

P-Spline Prior

Description

Use a p-spline (penalised spline) to model main effects or interactions. Typically used with age, but can be used with any variable where outcomes are expected to vary smoothly from one element to the next.

Usage

Sp(
  n_comp = NULL,
  s = 1,
  sd = 1,
  sd_slope = 1,
  along = NULL,
  con = c("none", "by")
)

Arguments

n_comp

Number of spline basis functions (components) to use.

s

Scale for the prior for the innovations. Default is 1.

sd

Standard deviation in prior for first element of random walk.

sd_slope

Standard deviation in prior for initial slope of random walk. Default is 1.

along

Name of the variable to be used as the 'along' variable. Only used with interactions.

con

Constraints on parameters. Current choices are "none" and "by". Default is "none". See below for details.

Details

If Sp() is used with an interaction, separate splines are used for the 'along' variable within each combination of the 'by' variables.

Value

An object of class "bage_prior_spline".

Mathematical details

When Sp() is used with a main effect,

\pmb{\beta} = \pmb{X} \pmb{\alpha}

and when it is used with an interaction,

\pmb{\beta}_u = \pmb{X} \pmb{\alpha}_u

where

The elements of \pmb{\alpha} or \pmb{\alpha}_u are assumed to follow a second-order random walk.

Constraints

With some combinations of terms and priors, the values of the intercept, main effects, and interactions are are only weakly identified. For instance, it may be possible to increase the value of the intercept and reduce the value of the remaining terms in the model with no effect on predicted rates and only a tiny effect on prior probabilities. This weak identifiability is typically harmless. However, in some applications, such as when trying to obtain interpretable values for main effects and interactions, it can be helpful to increase identifiability through the use of constraints, specified through the con argument.

Current options for con are:

References

See Also

Examples

Sp()
Sp(n_comp = 10)

Extract Data and Modelled Values

Description

Extract data and rates, probabilities, or means from a model object. The return value consists of the original data and one or more columns of modelled values.

Usage

## S3 method for class 'bage_mod'
augment(x, quiet = FALSE, ...)

Arguments

x

Object of class "bage_mod", typically created with mod_pois(), mod_binom(), or mod_norm().

quiet

Whether to suppress messages. Default is FALSE.

...

Unused. Included for generic consistency only.

Value

A tibble, with the original data plus one or more of the following columns:

Uncertain quantities are represented using rvecs.

Fitted vs unfitted models

augment() is typically called on a fitted model. In this case, the modelled values are draws from the joint posterior distribution for rates, probabilities, or means.

augment() can, however, be called on an unfitted model. In this case, the modelled values are draws from the joint prior distribution. In other words, the modelled values are informed by model priors, and by values for exposure, size, or weights, but not by observed outcomes.

Imputed values for outcome variable

augment() automatically imputes any missing values for the outcome variable. If outcome variable var has one or more NAs, then augment creates a variable .var holding original and imputed values.

Data model for outcome variable

If the overall model includes a data model for the outcome variable var, then augment() creates a new variable .var containing estimates of the true value for the outcome.

See Also

Examples

set.seed(0)

## specify model
mod <- mod_pois(divorces ~ age + sex + time,
                data = nzl_divorces,
                exposure = population) |>
  set_n_draw(n_draw = 100) ## smaller sample, so 'augment' faster

## fit model
mod <- mod |>
  fit()

## draw from the posterior distribution
mod |>
  augment()

## insert a missing value into outcome variable
divorces_missing <- nzl_divorces
divorces_missing$divorces[1] <- NA

## fitting model and calling 'augument'
## creates a new variable called '.divorces'
## holding observed and imputed values
mod_pois(divorces ~ age + sex + time,
         data = divorces_missing,
         exposure = population) |>
  fit() |>
  augment()

## specifying a data model for the
## original data also leads to a new
## variable called '.divorces'
mod_pois(divorces ~ age + sex + time,
         data = nzl_divorces,
         exposure = population) |>
  set_datamod_outcome_rr3() |>
  fit() |>
  augment()

Extract Values for Hyper-Parameters

Description

Extract values for hyper-parameters from a model object. Hyper-parameters include

Usage

## S3 method for class 'bage_mod'
components(object, quiet = FALSE, original_scale = FALSE, ...)

Arguments

object

Object of class "bage_mod", typically created with mod_pois(), mod_binom(), or mod_norm().

quiet

Whether to suppress messages. Default is FALSE.

original_scale

Whether values for "effect", "trend", "season", "error" and "disp" components from a normal model are on the original scale or the transformed scale. Default is FALSE.

...

Unused. Included for generic consistency only.

Value

A tibble with four columns columns:

The return value contains the following columns:

Fitted vs unfitted models

components() is typically called on a fitted model. In this case, the values returned are draws from the joint posterior distribution for the hyper-parameters in the model.

components() can, however, be called on an unfitted model. In this case, the values returned are draws from the joint prior distribution. In other words, the values incorporate model priors, and any exposure, size, or weights argument, but not observed outcomes.

Scaling and Normal models

Internally, models created with mod_norm() are fitted using transformed versions of the outcome and weights variables. By default, when components() is used with these models, it returns values for .fitted that are based on the transformed versions. To instead obtain values for "effect", "trend", "season", "error" and "disp" that are based on the untransformed versions, set original_scale to TRUE.

See Also

Examples

set.seed(0)

## specify model
mod <- mod_pois(injuries ~ age + sex + year,
                data = nzl_injuries,
                exposure = popn)

## extract prior distribution
## of hyper-parameters
mod |>
  components()

## fit model
mod <- mod |>
  fit()

## extract posterior distribution
## of hyper-parameters
mod |>
  components()

## fit normal model
mod <- mod_norm(value ~ age * diag + year,
                data = nld_expenditure,
                weights = 1) |>
  fit()

## dispersion (= standard deviation in normal model)
## on the transformed scale
mod |>
  components() |>
  subset(component == "disp")

## disperson on the original scale
mod |>
  components(original_scale = TRUE) |>
  subset(component == "disp")

Extract Components used by SVD Summary

Description

Extract the matrix and offset used by a scaled SVD summary of a demographic database.

Usage

## S3 method for class 'bage_ssvd'
components(object, n_comp = NULL, indep = NULL, age_labels = NULL, ...)

Arguments

object

An object of class "bage_ssvd".

n_comp

The number of components. The default is half the total number of components of object.

indep

Whether to use independent or joint SVDs for each sex/gender. If no value is supplied, an SVD with no sex/gender dimension is used. Note that the default is different from SVD().

age_labels

Age labels for the desired age or age-sex profile. If no labels are supplied, the most detailed profile available is used.

...

Not currently used.

Value

A tibble with the offset and components.

Scaled SVDs of demographic databases in bage

See Also

Examples

## females and males combined
components(LFP, n_comp = 3)

## females and males modelled independently
components(LFP, indep = TRUE, n_comp = 3)

## joint model for females and males
components(LFP, indep = FALSE, n_comp = 3)

## specify age groups
labels <- poputils::age_labels(type = "five", min = 15, max = 60)
components(LFP, age_labels = labels)

Information on Computations Performed Duration Model Fitting

Description

Get information on computations performed by function fit(). The information includes the total time used for fitting, and the time used for two particular tasks that can be slow: running the optimizer stats::nlminb(), and drawing from the multivariate normal returned by the TMB. It also includes values returned by the optimizer: the number of iterations needed, and messages about convergence.

Usage

computations(object)

Arguments

object

A fitted object of class "bage_mod".

Value

A tibble with the following variables:

See Also

Examples

mod <- mod_pois(divorces ~ age + sex + time,
                data = nzl_divorces,
                exposure = population) |>
  fit()

computations(mod)

Data Models

Description

The models for rates, probabilities, or means created with functions mod_pois(), mod_binom(), and mod_norm() can be extended by adding data models, also referred to as measurement error models. Data models can be applied to the outcome variable, the exposure variable (in Poisson models), or the size variable (in binomial models).

Details

Data models for outcome variable

Function Assumptions about data pois binom norm
set_datamod_outcome_rr3() Outcome randomly rounded to base 3 Yes Yes No

Data models for exposure or size variable

None implemented yet

Fit a Model

Description

Derive the posterior distribution for a model.

Usage

## S3 method for class 'bage_mod'
fit(
  object,
  method = c("standard", "inner-outer"),
  vars_inner = NULL,
  optimizer = c("multi", "nlminb", "BFGS", "CG"),
  quiet = TRUE,
  start_oldpar = FALSE,
  ...
)

Arguments

object

A bage_mod object, created with mod_pois(), mod_binom(), or mod_norm().

method

Estimation method. Current choices are "standard" (the default) and "inner-outer". See below for details.

vars_inner

Names of variables to use for inner model when method is ⁠"inner-outer". If ⁠NULL⁠(the default)⁠vars_inner' is the age, sex/gender, and time variables.

optimizer

Which optimizer to use. Current choices are "multi", "nlminb", "BFGS", and "CG". Default is "multi". See below for details.

quiet

Whether to suppress warnings and progress messages from the optimizer. Default is TRUE.

start_oldpar

Whether the optimizer should start at previous estimates. Used only when fit() is being called on a fitted model. Default is FALSE.

...

Not currently used.

Value

A bage_mod object

Estimation methods

When method is "standard" (the default), all parameters, other than the lowest-level rates, probabilities, or means are jointly estimated within TMB.

When method is "inner-outer", estimation is carried out in multiple steps, which, in large models, can sometimes reduce computation times. In Step 1, the data is aggregated across all dimensions other than those specified in var_inner, and a model for the inner variables is fitted to the data. In Step 2, the data is aggregated across the remaining variables, and a model for the outer variables is fitted to the data. In Step 3, values for dispersion are calculated. Parameter estimates from steps 1, 2, and 3 are then combined. "inner-outer" methods are still experimental, and may change in future.

Optimizer

The choices for the optimizer argument are:

See Also

Examples

## specify model
mod <- mod_pois(injuries ~ age + sex + year,
                data = nzl_injuries,
                exposure = popn)

## examine unfitted model
mod

## fit model
mod <- fit(mod)

## examine fitted model
mod

## extract rates
aug <- augment(mod)
aug

## extract hyper-parameters
comp <- components(mod)
comp

Use a Model to Make a Forecast

Description

Forecast rates, probabilities, means, and other model parameters.

Usage

## S3 method for class 'bage_mod'
forecast(
  object,
  newdata = NULL,
  labels = NULL,
  output = c("augment", "components"),
  include_estimates = FALSE,
  ...
)

Arguments

object

A bage_mod object, typically created with mod_pois(), mod_binom(), or mod_norm().

newdata

Data frame with data for future periods.

labels

Labels for future values.

output

Type of output returned

include_estimates

Whether to include historical estimates along with the forecasts. Default is FALSE.

...

Not currently used.

Value

A tibble.

How the forecasts are constructed

Internally, the steps involved in a forecast are:

  1. Forecast time-varying main effects and interactions, e.g. a time main effect, or an age-time interaction.

  2. Combine forecasts for the time-varying main effects and interactions with non-time-varying parameters, e.g. age effects or dispersion.

  3. Use the combined parameters to generate values for rates, probabilities or means.

  4. Optionally, generate values for the outcome variable.

forecast() generates values for the outcome variable when,

Mathematical Details gives more details on the internal calculations in forecasting.

Output format

When output is "augment" (the default), the return value from forecast() looks like output from function augment(). When output is "components", the return value looks like output from components().

When include_estimates is FALSE (the default), the output of forecast() excludes values for time-varying parameters for the period covered by the data. When include_estimates is TRUE, the output includes these values. Setting include_estimates to TRUE can be helpful when creating graphs that combine estimates and forecasts.

Forecasting with covariates

Models that contain covariates can be used in forecasts, provided that

Fitted and unfitted models

forecast() is typically used with a fitted model, i.e. a model in which parameter values have been estimated from the data. The resulting forecasts reflect data and priors.

forecast() can, however, be used with an unfitted model. In this case, the forecasts are based entirely on the priors. See below for an example. Experimenting with forecasts based entirely on the priors can be helpful for choosing an appropriate model.

Warning

The interface for forecast() has not been finalised.

See Also

Examples

## specify and fit model
mod <- mod_pois(injuries ~ age * sex + ethnicity + year,
                data = nzl_injuries,
                exposure = popn) |>
  fit()
mod

## forecasts
mod |>
  forecast(labels = 2019:2024)

## combined estimates and forecasts
mod |>
  forecast(labels = 2019:2024,
           include_estimates = TRUE)

## hyper-parameters
mod |>
  forecast(labels = 2019:2024,
           output = "components")

## hold back some data and forecast
library(dplyr, warn.conflicts = FALSE)
data_historical <- nzl_injuries |>
  filter(year <= 2015)
data_forecast <- nzl_injuries |>
  filter(year > 2015) |>
  mutate(injuries = NA)
mod_pois(injuries ~ age * sex + ethnicity + year,
         data = data_historical,
         exposure = popn) |>
  fit() |>
  forecast(newdata = data_forecast)

## forecast using GDP per capita in 2023 as a covariate
mod_births <- mod_pois(births ~ age * region + time,
                       data = kor_births,
                       exposure = popn) |>
  set_covariates(~ gdp_pc_2023) |>
  fit()
mod_births |>
  forecast(labels = 2024:2025)

Generate Values from Priors

Description

Generate draws from priors for model terms.

Usage

## S3 method for class 'bage_prior_ar'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_known'
generate(x, n_element = 20, n_draw = 25, ...)

## S3 method for class 'bage_prior_lin'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_linar'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_linex'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_norm'
generate(x, n_element = 20, n_draw = 25, ...)

## S3 method for class 'bage_prior_normfixed'
generate(x, n_element = 20, n_draw = 25, ...)

## S3 method for class 'bage_prior_rwrandom'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_rwrandomseasfix'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_rwrandomseasvary'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_rwzero'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_rwzeroseasfix'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_rwzeroseasvary'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_rw2random'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_rw2randomseasfix'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_rw2randomseasvary'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_rw2zero'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_rw2zeroseasfix'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_rw2zeroseasvary'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_spline'
generate(x, n_along = 20, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_svd'
generate(x, n_element = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_svd_ar'
generate(x, n_along = 5, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_svd_rwrandom'
generate(x, n_along = 5, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_svd_rwzero'
generate(x, n_along = 5, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_svd_rw2random'
generate(x, n_along = 5, n_by = 1, n_draw = 25, ...)

## S3 method for class 'bage_prior_svd_rw2zero'
generate(x, n_along = 5, n_by = 1, n_draw = 25, ...)

Arguments

x

Object of class "bage_prior"

n_along

Number of elements of 'along' dimension. Default is 20.

n_by

Number of combinations of 'by' variables. Default is 1.

n_draw

Number of draws. Default is 25.

...

Unused. Included for generic consistency only.

n_element

Number of elements in term, in priors that do not distinguish 'along' and 'by' dimensions. Default is 20.

Details

Some priors distinguish between 'along' and 'by' dimensions, while others do not: see priors for a complete list. Arguments n_along and n_by are used with priors that make the distinction, and argument n_element is used with priors that do not.

Value

A tibble

See Also

Examples

## prior that distinguishes 'along' and 'by'
x <- RW()
generate(x, n_along = 10, n_by = 2)

## prior that does not distinguish
x <- N()
generate(x, n_element = 20)

## SVD_AR(), SVD_RW(), and SVD_RW2()
## distinguish 'along' and 'by'
x <- SVD_AR(HFD)
generate(x, n_along = 5, n_by = 2)

## SVD() does not
x <- SVD(HFD)
generate(x, n_element = 10)

Generate Random Age or Age-Sex Profiles

Description

Generate random age or age-sex profiles from an object of class "bage_ssvd". An object of class "bage_ssvd" holds results from an SVD decomposition of demographic data.

Usage

## S3 method for class 'bage_ssvd'
generate(x, n_draw = 20, n_comp = NULL, indep = NULL, age_labels = NULL, ...)

Arguments

x

An object of class "bage_ssvd".

n_draw

Number of random draws to generate.

n_comp

The number of components. The default is half the total number of components of object.

indep

Whether to use independent or joint SVDs for each sex/gender. If no value is supplied, an SVD with no sex/gender dimension is used. Note that the default is different from SVD().

age_labels

Age labels for the desired age or age-sex profile. If no labels are supplied, the most detailed profile available is used.

...

Unused. Included for generic consistency only.

Value

A tibble

Scaled SVDs of demographic databases in bage

See Also

Examples

## SVD for females and males combined
generate(HMD)

## separate SVDs for females and males
generate(HMD, indep = TRUE) 

## specify age groups
labels <- poputils::age_labels(type = "lt", max = 60)
generate(HMD, age_labels = labels)

Test Whether a Model has Been Fitted

Description

Test whether fit() has been called on a model object.

Usage

is_fitted(x)

Arguments

x

An object of class "bage_mod".

Value

TRUE or FALSE

See Also

Examples

mod <- mod_pois(injuries ~ age + sex + year,
                data = nzl_injuries,
                exposure = popn)
is_fitted(mod)
mod <- fit(mod)
is_fitted(mod)

Deaths in Iceland

Description

Deaths and mid-year populations in Iceland, by age, sex, and calendar year.

Usage

isl_deaths

Format

A tibble with 5,300 rows and the following columns:

Source

Tables "Deaths by municipalities, sex and age 1981-2022", and "Average annual population by municipality, age and sex 1998-2022 - Current municipalities", on the Statistics Iceland website. Data downloaded on 12 July 2023.

Births in South Korea

Description

Births and mid-year population by age of mother, region, and calendar year, 2011-2023, plus regional data on GDP per capita and population density.

Usage

kor_births

Format

A tibble with 1,872 rows and the following columns:

Source

Tables "Live Births by Age Group of Mother, Sex and Birth Order for Provinces", and "Resident Population in Five-Year Age Groups", on the Korean Statistical Information Service website. Data downloaded on 24 September 2024. Data on GDP per capita and population density from Wikipedia https://w.wiki/DMFA, data downloaded on 8 March 2025, and https://w.wiki/DMF9, data downloaded on 8 March 2025.

Specify a Binomial Model

Description

Specify a model where the outcome is drawn from a binomial distribution.

Usage

mod_binom(formula, data, size)

Arguments

formula

An R formula, specifying the outcome and predictors.

data

A data frame containing the outcome and predictor variables, and the number of trials.

size

Name of the variable giving the number of trials, or a formula.

Details

The model is hierarchical. The probabilities in the binomial distribution are described by a prior model formed from dimensions such as age, sex, and time. The terms for these dimension themselves have models, as described in priors. These priors all have defaults, which depend on the type of term (eg an intercept, an age main effect, or an age-time interaction.)

Value

An object of class bage_mod.

Specifying size

The size argument can take two forms:

Mathematical details

The likelihood is

y_i \sim \text{binomial}(\gamma_i; w_i)

where

The probabilities \gamma_i are assumed to be drawn a beta distribution

y_i \sim \text{Beta}(\xi^{-1} \mu_i, \xi^{-1} (1 - \mu_i))

where

Expected value \mu_i equals, on a logit scale, the sum of terms formed from classifying variables,

\text{logit} \mu_i = \sum_{m=0}^{M} \beta_{j_i^m}^{(m)}

where

The \beta^{(m)} are given priors, as described in priors.

\xi has an exponential prior with mean 1. Non-default values for the mean can be specified with set_disp().

The model for \mu_i can also include covariates, as described in set_covariates().

See Also

Examples

mod <- mod_binom(oneperson ~ age:region + age:year,
                 data = nzl_households,
                 size = total)

## use formula to specify size
mod <- mod_binom(ncases ~ agegp + tobgp + alcgp,
                 data = esoph,
                 size = ~ ncases + ncontrols)

Specify a Normal Model

Description

Specify a model where the outcome is drawn from a normal distribution.

Usage

mod_norm(formula, data, weights)

Arguments

formula

An R formula, specifying the outcome and predictors.

data

A data frame containing outcome, predictor, and, optionally, weights variables.

weights

Name of the weights variable, a 1, or a formula. See below for details.

Details

The model is hierarchical. The means in the normal distribution are described by a prior model formed from dimensions such as age, sex, and time. The terms for these dimension themselves have models, as described in priors. These priors all have defaults, which depend on the type of term (eg an intercept, an age main effect, or an age-time interaction.)

Value

An object of class bage_mod_norm.

Scaling of outcome and weights

Internally, mod_norm() scales the outcome variable to have mean 0 and standard deviation 1, and scales the weights to have mean 1. This scaling allows mod_norm() to use the same menu of priors as mod_pois() and mod_binom().

augment() always returns values on the original scale, rather than the transformed scale.

components() by default returns values on the transformed scale. But if original_scale is TRUE, it returns some types of values on the original scale. See components() for details.

Specifying weights

The weights argument can take three forms:

Mathematical details

The likelihood is

y_i \sim \text{N}(\gamma_i, w_i^{-1} \sigma^2)

where

In some applications, w_i is set to 1 for all i.

Internally, bage works with standardized versions of \gamma_i and \sigma^2:

\mu_i = (\gamma_i - \bar{y}) / s

\xi^2 = \sigma^2 / (\bar{w} s^2)

where

\bar{y} = \sum_{i=1}^n y_i / n

s = \sqrt{\sum_{i=1}^n (y_i - \bar{y})^2 / (n-1)}

\bar{w} = \sum_{i=1}^n w_i / n

Mean parameter \mu_i is modelled as the sum of terms formed from classifying variables and covariates,

\mu_i = \sum_{m=0}^{M} \beta_{j_i^m}^{(m)}

where

The \beta^{(m)} are given priors, as described in priors.

\xi has an exponential prior with mean 1. Non-default values for the mean can be specified with set_disp().

The model for \mu_i can also include covariates, as described in set_covariates().

See Also

Examples

mod <- mod_norm(value ~ diag:age + year,
                data = nld_expenditure,
                weights = 1)

## use formula to specify weights
mod <- mod_norm(value ~ diag:age + year,
                data = nld_expenditure,
                weights = ~sqrt(value))

Specify a Poisson Model

Description

Specify a model where the outcome is drawn from a Poisson distribution.

Usage

mod_pois(formula, data, exposure)

Arguments

formula

An R formula, specifying the outcome and predictors.

data

A data frame containing outcome, predictor, and, optionally, exposure variables.

exposure

Name of the exposure variable, or a 1, or a formula. See below for details.

Details

The model is hierarchical. The rates in the Poisson distribution are described by a prior model formed from dimensions such as age, sex, and time. The terms for these dimension themselves have models, as described in priors. These priors all have defaults, which depend on the type of term (eg an intercept, an age main effect, or an age-time interaction.)

Value

An object of class bage_mod_pois.

Specifying exposure

The exposure argument can take three forms:

Mathematical details

The likelihood is

y_i \sim \text{Poisson}(\gamma_i w_i)

where

In some applications, there is no obvious population at risk. In these cases, exposure w_i can be set to 1 for all i.

The rates \gamma_i are assumed to be drawn a gamma distribution

y_i \sim \text{Gamma}(\xi^{-1}, (\xi \mu_i)^{-1})

where

Expected value \mu_i equals, on the log scale, the sum of terms formed from classifying variables,

\log \mu_i = \sum_{m=0}^{M} \beta_{j_i^m}^{(m)}

where

The \beta^{(m)} are given priors, as described in priors.

\xi has an exponential prior with mean 1. Non-default values for the mean can be specified with set_disp().

The model for \mu_i can also include covariates, as described in set_covariates().

See Also

Examples

## specify a model with exposure
mod <- mod_pois(injuries ~ age:sex + ethnicity + year,
                data = nzl_injuries,
                exposure = popn)

## specify a model without exposure
mod <- mod_pois(injuries ~ age:sex + ethnicity + year,
                data = nzl_injuries,
                exposure = 1)

## use a formula to specify exposure
mod <- mod_pois(injuries ~ age:sex + ethnicity + year,
                data = nzl_injuries,
                exposure = ~ pmax(popn, 1))

Per Capita Health Expenditure in the Netherlands, 2003-2011

Description

Per capita health expenditure, in Euros, by diagnostic group, age group, and year, in the Netherlands.

Usage

nld_expenditure

Format

A tibble with 1,296 rows and the following columns:

Source

Calculated from data in table "Expenditure by disease, age and gender under the System of Health Accounts (SHA) Framework : Current health spending by age" from OECD database 'OECD.Stat' (downloaded on 25 May 2016) and in table "Historical population data and projections (1950-2050)" from OECD database 'OECD.Stat' (downloaded 5 June 2016).

Divorces in New Zealand

Description

Counts of divorces and population, by age, sex, and calendar year, in New Zealand, 2011-2021.

Usage

nzl_divorces

Format

A tibble with 242 rows and the following columns:

Source

Divorce counts from data in table "Age at divorces by sex (marriages and civil unions) (Annual-Dec)" in the online database Infoshare on the Statistics New Zealand website. Data downloaded on 22 March 2023. Population estimates derived from data in table "Estimated Resident Population by Age and Sex (1991+) (Annual-Dec)" in the online database Infoshare on the Statistics New Zealand website. Data downloaded on 26 March 2023.

People in One-Person Households in New Zealand

Description

Counts of people in one-person households, and counts of people living in any household, by age, region, and year.

Usage

nzl_households

Format

A tibble with 528 rows and the following columns:

Source

Derived from data in table "Household composition by age group, for people in households in occupied private dwellings, 2006, 2013, and 2018 Censuses (RC, TA, DHB, SA2)" in the online database NZ.Stat, on the Statistics New Zealand website. Data downloaded on 3 January 2023.

Fatal Injuries in New Zealand

Description

Counts of fatal injuries in New Zealand, by age, sex, ethnicity, and year, plus estimates of the population at risk.

Usage

nzl_injuries

Format

A tibble with 912 rows and the following columns:

Source

Derived from data in tables "Estimated Resident Population by Age and Sex (1991+) (Annual-Jun)" and "Maori Ethnic Group Estimated Resident Population by Age and Sex (1991+) (Annual-Jun)" in the online database Infoshare, and table "Count of fatal and serious non-fatal injuries by sex, age group, ethnicity, cause, and severity of injury, 2000-2021" in the online database NZ.Stat, on the Statistics New Zealand website. Data downloaded on 1 January 2023.

Printing a Model

Description

After calling a function such as mod_pois() or set_prior() it is good practice to print the model object at the console, to check the model's structure. The output from print() has the following components:

Usage

## S3 method for class 'bage_mod'
print(x, ...)

Arguments

x

Object of class "bage_mod", typically created with mod_pois(), mod_binom(), or mod_norm().

...

Unused. Included for generic consistency only.

Value

x, invisibly.

See Also

Examples

mod <- mod_pois(injuries ~ age + sex + year,
                data = nzl_injuries,
                exposure = popn)

## print unfitted model
mod

mod <- fit(mod)

## print fitted model
mod

Priors for Intercept, Main Effects, Interactions

Description

The models created with functions mod_pois(), mod_binom(), and mod_norm() always include an intercept, and typically include main effects and interactions formed from variables in input data. Most models, for instance include an age effect, and many include an interaction between age and sex/gender, or age and time.

The intercept, main effects, and interactions all have prior models that capture the expected behavior of the term. Current choices for priors summarised in the table below.

Priors where 'forecast' is yes can be used in forecasts for a time-varying terms such as an age-time interactions.

Priors where 'along' is yes distinguish between 'along' and 'by' dimensions.

Details

Prior Description Uses Forecast Along
N() Elements drawn from normal distribution Term with no natural order Yes No
NFix() N() with standard deviation fixed Term with few elements Yes No
Known() Values treated as known Simulations, prior knowledge No No
RW() Random walk Smoothing Yes Yes
RW2() Second-order random walk Like RW(), but smoother Yes Yes
RW2_Infant() RW2() with infant indicator Mortality age profiles No Yes
RW_Seas() RW(), with seasonal effect Terms involving time Yes Yes
RW2_Seas() RW2(), with seasonal effect Term involving time Yes Yes
AR() Auto-regressive prior of order k Mean reversion Yes Yes
AR1() Special case of AR() Mean reversion Yes Yes
Lin() Linear trend, with independent errors Parsimonious model for time Yes Yes
Lin_AR() Linear trend, with AR errors Term involving time Yes Yes
Lin_AR1() Linear trend, with AR1 errors Terms involving time Yes Yes
Sp() P-Spline (penalised spline) Smoothing, eg over age No Yes
SVD() Age-sex profile based on SVD Age or age-sex No No
SVD_AR() SVD(), but coefficients follow AR() Age or age-sex and time Yes Yes
SVD_AR1() SVD(), but coefficients follow AR1() Age or age-sex and time Yes Yes
SVD_RW() SVD(), but coefficients follow RW() Age or age-sex and time Yes Yes
SVD_RW2() SVD(), but coefficients follow RW2() Age or age-sex and time Yes Yes

Default prior

The rule for selecting a default prior for a term is:

Deaths in Portugal

Description

Deaths and exposure in Portugal, by age, sex, and year.

Usage

prt_deaths

Format

A tibble with 3,168 rows and the following columns:

Details

The data are from the Human Mortality Database. Deaths are rounded to the nearest integer. More recent versions, and a comprehensive description of the data, are available at the HMD website.

Source

Human Mortality Database. University of California, Berkeley (USA), and Max Planck Institute for Demographic Research (Germany). Available at https://www.mortality.org. (data downloaded on 17 July 2018).

Objects exported from other packages

Description

These objects are imported from other packages. Follow the links below to see their documentation.

generics

augment, components, fit, forecast, generate, tidy

Create Replicate Data

Description

Use a fitted model to create replicate datasets, typically as a way of checking a model.

Usage

replicate_data(x, condition_on = NULL, n = 19)

Arguments

x

A fitted model, typically created by calling mod_pois(), mod_binom(), or mod_norm(), and then fit().

condition_on

Parameters to condition on. Either "expected" or "fitted". See details.

n

Number of replicate datasets to create. Default is 19.

Details

Use n draws from the posterior distribution for model parameters to generate n simulated datasets. If the model is working well, these simulated datasets should look similar to the actual dataset.

Value

A tibble with the following structure:

.replicate data
"Original" Original data supplied to mod_pois(), mod_binom(), mod_norm()
"Replicate 1" Simulated data.
"Replicate 2" Simulated data.
... ...
"Replicate <n>" Simulated data.

The condition_on argument

With Poisson and binomial models that include dispersion terms (which is the default), there are two options for constructing replicate data.

The default for condition_on is "expected". The "expected" option provides a more severe test for a model than the "fitted" option, since "fitted" values are weighted averages of the "expected" values and the original data.

As described in mod_norm(), normal models have a different structure from Poisson and binomial models, and the distinction between "fitted" and "expected" does not apply.

Data models for outcomes

If a data model has been provided for the outcome variable, then creation of replicate data will include a step where errors are added to outcomes. For instance, the a rr3 data model is used, then replicate_data() rounds the outcomes to base 3.

See Also

Examples

mod <- mod_pois(injuries ~ age:sex + ethnicity + year,
                data = nzl_injuries,
                exposure = 1) |>
  fit()

rep_data <- mod |>
  replicate_data()

library(dplyr)
rep_data |>
  group_by(.replicate) |>
  count(wt = injuries)

## when the overall model includes an rr3 data model,
## replicate data are rounded to base 3
mod_pois(injuries ~ age:sex + ethnicity + year,
         data = nzl_injuries,
         exposure = popn) |>
  set_datamod_outcome_rr3() |>
  fit() |>
  replicate_data()

Simulation Study of a Model

Description

Use simulated data to assess the performance of an estimation model.

Usage

report_sim(
  mod_est,
  mod_sim = NULL,
  method = c("standard", "inner-outer"),
  vars_inner = NULL,
  n_sim = 100,
  point_est_fun = c("median", "mean"),
  widths = c(0.5, 0.95),
  report_type = c("short", "long", "full"),
  n_core = 1
)

Arguments

mod_est

The model whose performance is being assessed. An object of class bage_mod.

mod_sim

The model used to generate the simulated data. If no value is supplied, mod_est is used.

method

Estimation method used for mod_est. See fit().

vars_inner

Variables used in inner model with "inner-outer"estimation method. See fit().

n_sim

Number of sets of simulated data to use. Default is 100.

point_est_fun

Name of the function to use to calculate point estimates. The options are "mean" and "median". The default is "mean".

widths

Widths of credible intervals. A vector of values in the interval ⁠(0, 1]⁠. Default is c(0.5, 0.95).

report_type

Amount of detail in return value. Options are "short" and "long". Default is "short".

n_core

Number of cores to use for parallel processing. If n_core is 1 (the default), no parallel processing is done.

Value

A named list with a tibble called "components" and a tibble called "augment".

Warning

The interface for report_sim() is still under development and may change in future.

See Also

Examples

## results random, so set seed
set.seed(0)

## make data - outcome variable (deaths here)
## needs to be present, but is not used
data <- data.frame(region = c("A", "B", "C", "D", "E"),
                   population = c(100, 200, 300, 400, 500),
                   deaths = NA)

## simulation with estimation model same as
## data-generating model
mod_est <- mod_pois(deaths ~ region,
                    data = data,
                    exposure = population) |>
  set_prior(`(Intercept)` ~ Known(0))
report_sim(mod_est = mod_est,
           n_sim = 10) ## in practice should use larger value

## simulation with estimation model different
## from data-generating model
mod_sim <- mod_est |>
  set_prior(region ~ N(s = 2))
report_sim(mod_est = mod_est,
           mod_sim = mod_sim,
           n_sim = 10)

Specify Covariates

Description

Add covariates to a model.

Usage

set_covariates(mod, formula)

Arguments

mod

An object of class "bage_mod", created with mod_pois(), mod_binom(), or mod_norm().

formula

A one-sided R formula, specifying the covariates.

Details

If set_covariates() is applied to a model that already has covariates, set_covariates() deletes the existing covariates.

If set_covariates() is applied to a fitted model, set_covariates() unfits the model, deleting existing estimates.

Value

A modified version of mod

Covariate data

All variables contained in the formula argument to set_covariates() should be in the dataset supplied in the original call to mod_pois(), mod_binom(), or mod_norm().

set_covariates() processes the covariate data before adding it to the model:

Mathematical details

When a model includes covariates, the quantity

\pmb{Z} \pmb{\zeta}

is added to the linear predictor, where \pmb{Z} is a matrix of standardized covariates, and \pmb{\zeta} is a vector of coefficients. The elements of \pmb{\zeta} have prior

\zeta_p \sim \text{N}(0, 1)

.

See Also

Examples

## create a COVID covariate
library(dplyr, warn.conflicts = FALSE)
births <- kor_births |>
  mutate(is_covid = time %in% 2020:2022)
mod <- mod_pois(births ~ age * region + time,
                data = births,
                exposure = popn) |>
  set_covariates(~ is_covid)
mod

Specify RR3 Data Model

Description

Specify a data model where the outcome variable has been randomly rounded to base 3.

Usage

set_datamod_outcome_rr3(mod)

Arguments

mod

An object of class "bage_mod", created with mod_pois(), mod_binom(), or mod_norm().

Details

set_datamod_outcome_rr3() can only be used with Poisson and binomial models (created with mod_pois() and mod_binom().)

Random rounding to base 3 (RR3) is a confidentialization technique that is sometimes applied by statistical agencies. RR3 is applied to integer data. The procedure for rounding value n is as follows:

If set_datamod_outcome_rr3() is applied to a fitted model, set_datamod_outcome_rr3() unfits the model, deleting existing estimates.

Value

A modified version of mod.

See Also

Examples

## 'injuries' variable in 'nzl_injuries' dataset
## has been randomly rounded to base 3
mod <- mod_pois(injuries ~ age:sex + ethnicity + year,
                data = nzl_injuries,
                exposure = popn) |>
  set_datamod_outcome_rr3() |>
  fit()

Specify Prior for Dispersion or Standard Deviation

Description

Specify the mean of prior for the dispersion parameter (in Poisson and binomial models) or the standard deviation parameter (in normal models.)

Usage

set_disp(mod, mean = 1)

Arguments

mod

An object of class "bage_mod", created with mod_pois(), mod_binom(), or mod_norm().

mean

Mean value for the exponential prior. In Poisson and binomial models, can be set to 0. Default is 1.

Details

The dispersion or mean parameter has an exponential distribution with mean \mu,

p(\xi) = \frac{1}{\mu}\exp\left(\frac{-\xi}{\mu}\right).

By default \mu equals 1.

In Poisson and binomial models, mean can be set to 0, implying that the dispersion term is also 0. In normal models, mean must be non-negative.

If set_disp() is applied to a fitted model, set_disp() unfits the model, deleting existing estimates.

Value

A bage_mod object

See Also

Examples

mod <- mod_pois(injuries ~ age:sex + ethnicity + year,
                data = nzl_injuries,
                exposure = popn)
mod
mod |> set_disp(mean = 0.1)
mod |> set_disp(mean = 0)

Specify Number of Draws from Prior or Posterior Distribution

Description

Specify the number of draws from the posterior distribution to be used in model output. A newly-created bage_mod object has an n_draw value of 1000. Higher values may be appropriate for characterizing the tails of distributions, or for publication-quality graphics and summaries.

Usage

set_n_draw(mod, n_draw = 1000L)

Arguments

mod

An object of class "bage_mod", created with mod_pois(), mod_binom(), or mod_norm().

n_draw

Number of draws.

Details

If the new value for n_draw is greater than the old value, and the model has already been fitted, then the model is unfitted, and function fit() may need to be called again.

Value

A bage_mod object

See Also

Examples

mod <- mod_pois(injuries ~ age:sex + ethnicity + year,
                data = nzl_injuries,
                exposure = popn)
mod

mod |>
  set_n_draw(n_draw = 5000)

Specify Prior for Model Term

Description

Specify a prior distribution for an intercept, a main effect, or an interaction.

Usage

set_prior(mod, formula)

Arguments

mod

A bage_mod object, created with mod_pois(), mod_binom(), or mod_norm().

formula

A formula giving the term and a function for creating a prior.

Details

If set_prior() is applied to a fitted model, set_prior() unfits the model, deleting existing estimates.

Value

A modified bage_mod object.

See Also

Examples

mod <- mod_pois(injuries ~ age + year,
                data = nzl_injuries,
                exposure = popn)
mod
mod |> set_prior(age ~ RW2())

Reset Random Seeds in Model Object

Description

Reset random seeds stored in a model object. When new_seeds is NULL (the default), the new seeds are generated randomly; otherwise they are taken from new_seeds.

Usage

set_seeds(mod, new_seeds = NULL)

Arguments

mod

An object of class "bage_mod", created with mod_pois(), mod_binom(), or mod_norm().

new_seeds

NULL (the default) or a list of integers with names "seed_components" "seed_augment", "seed_forecast_components", and "seed_forecast_augment".

Details

When an object of class "bage_mod" is first created, values are generated four four random seeds:

When fit(), components(), augment(), and forecast() are called on the model object, the seeds are used internally to ensure that he same inputs generate the same outputs, even when the outputs involve random draws.

End users are unlikely to call set_seeds() in a data analysis, though it may occasionally by useful when building a simulation from scratch.

Value

A modified version of mod.

See Also

Examples

## fit model
mod <- mod_pois(injuries ~ age,
                data = nzl_injuries,
                exposure = popn) |>
  fit()

## call 'components()'
components(mod)

## call 'components()' again - same results
components(mod)

## reset seeds
mod <- set_seeds(mod)

## calling 'set_seeds' unfits the model
is_fitted(mod)

## so we fit it again
mod <- fit(mod)

## when we call components, we get
## different results from earlier
components(mod)

Specify Age Variable

Description

Specify which variable (if any) represents age. Functions mod_pois(), mod_binom(), and mod_norm() try to infer the age variable from variable names, but do not always get it right.

Usage

set_var_age(mod, name)

Arguments

mod

An object of class "bage_mod", created with mod_pois(), mod_binom(), or mod_norm().

name

The name of the age variable.

Details

In an R formula, a 'variable' is different from a 'term'. For instance,

~ age + region + age:region

contains variables age and region, and terms age, region, and age:region.

By default, bage gives a term involving age a (RW()) prior. Changing the age variable via set_var_age() can change priors: see below for an example.

If set_var_age() is applied to a fitted model, set_var_age() unfits the model, deleting existing estimates.

Value

A bage_mod object

See Also

Examples

## rename 'age' variable to something unusual
injuries2 <- nzl_injuries
injuries2$age_last_birthday <- injuries2$age

## mod_pois does not recognize age variable
mod <- mod_pois(injuries ~ age_last_birthday * ethnicity + year,
                data = injuries2,
                exposure = popn)
mod

## so we set the age variable explicitly
## (which, as a side effect, changes the prior on
## the age main effect)
mod |>
  set_var_age(name = "age_last_birthday")

Specify Sex or Gender Variable

Description

Specify which variable (if any) represents sex or gender. Functions mod_pois(), mod_binom(), and mod_norm() try to infer the sex/gender variable from variable names, but do not always get it right.

Usage

set_var_sexgender(mod, name)

Arguments

mod

An object of class "bage_mod", created with mod_pois(), mod_binom(), or mod_norm().

name

The name of the sex or gender variable.

Details

In an R formula, a 'variable' is different from a 'term'. For instance,

~ gender + region + gender:region

contains variables gender and region, and terms gender, region, and gender:region.

If set_var_sexgender() is applied to a fitted model, set_var_sexgender() unfits the model, deleting existing estimates.

Value

A "bage_mod" object

See Also

Examples

## rename 'sex' variable to something unexpected
injuries2 <- nzl_injuries
injuries2$biological_sex <- injuries2$sex

## mod_pois does not recognize sex variable
mod <- mod_pois(injuries ~ age * biological_sex + year,
                data = injuries2,
                exposure = popn)
mod

## so we set the sex variable explicitly
mod |>
  set_var_sexgender(name = "biological_sex")

Specify Time Variable

Description

Specify which variable (if any) represents time. Functions mod_pois(), mod_binom(), and mod_norm() try to infer the time variable from variable names, but do not always get it right.

Usage

set_var_time(mod, name)

Arguments

mod

An object of class "bage_mod", created with mod_pois(), mod_binom(), or mod_norm().

name

The name of the time variable.

Details

In an R formula, a 'variable' is different from a 'term'. For instance,

~ time + region + time:region

contains variables time and region, and terms time, region, and time:region.

By default, bage gives a term involving time a (RW()) prior. Changing the time variable via set_var_time() can change priors: see below for an example.

If set_var_time() is applied to a fitted model, set_var_time() unfits the model, deleting existing estimates.

Value

A bage_mod object

See Also

Examples

## rename time variable to something unusual
injuries2 <- nzl_injuries
injuries2$calendar_year <- injuries2$year

## mod_pois does not recognize time variable
mod <- mod_pois(injuries ~ age * ethnicity + calendar_year,
                data = injuries2,
                exposure = popn)
mod

## so we set the time variable explicitly
## (which, as a side effect, changes the prior on
## the time main effect)
mod |>
  set_var_time(name = "calendar_year")

Infant Mortality in Sweden

Description

Counts of births and infant deaths in Sweden by county and year, 1995-2015

Usage

swe_infant

Format

A tibble with 441 rows and the following columns:

Details

Dataset used in Chapter 11 of the book Bayesian Demographic Estimation and Forecasting.

Source

Database "Live births by region, mother's age and child's sex. Year 1968 - 2017" and database "Deaths by region, age (during the year) and sex. Year 1968 - 2017" on the Statistics Sweden website. Downloaded on 13 July 2018.

References

Bryant J and Zhang J. 2018. Bayesian Demographic Estimation and Forecasting. CRC Press.

Summarize Terms from a Fitted Model

Description

Summarize the intercept, main effects, and interactions from a fitted model.

Usage

## S3 method for class 'bage_mod'
tidy(x, ...)

Arguments

x

Object of class "bage_mod", typically created with mod_pois(), mod_binom(), or mod_norm().

...

Unused. Included for generic consistency only.

Details

The tibble returned by tidy() contains the following columns:

With some priors, the number of free parameters is less than the number of parameters for that term. For instance, an SVD() prior might use three vectors to represent 101 age groups so that the number of parameters is 101, but the number of free parameters is 3.

std_dev is the standard deviation across elements of a term, based on point estimates of those elements. For instance, if the point estimates for a term with three elements are 0.3, 0.5, and 0.1, then the value for std_dev is 

sd(c(0.3, 0.5, 0.1))

std_dev is a measure of the contribution of a term to variation in the outcome variable.

Value

A tibble

References

std_dev is modified from Gelman et al. (2014) Bayesian Data Analysis. Third Edition. pp396–397.

See Also

Examples

mod <- mod_pois(injuries ~ age + sex + year,
                data = nzl_injuries,
                exposure = popn)
mod <- fit(mod)
tidy(mod)

Unfit a Model

Description

Reset a model, deleting all estimates.

Usage

unfit(mod)

Arguments

mod

A fitted object of class "bage_mod", object, created through a call to mod_pois(), mod_binom(), or mod_norm().

Value

An unfitted version of mod.

See Also

Examples

## create a model, which starts out unfitted
mod <- mod_pois(injuries ~ age + sex + year,
                data = nzl_injuries,
                exposure = popn)
is_fitted(mod)

## calling 'fit' produces a fitted version
mod <- fit(mod)
is_fitted(mod)

## calling 'unfit' resets the model
mod <- unfit(mod)
is_fitted(mod)

Accidental Deaths in the USA

Description

Counts of accidental deaths in the USA, by month, for 1973-1978.

Usage

usa_deaths

Format

A tibble with 72 rows and the following columns:

Source

Reformatted version of datasets::USAccDeaths.

mirror server hosted at Truenetwork, Russian Federation.