Usage:

spence.15(y)

Description:

Spencer's 15 point rule is a weighted moving average operation for a sequence of observations equally spaced in time. The average at time t depends on the observations at times t-7,...,t+7.

Except for boundary effects, the function will reproduce polynomials up to degree 3.

Arguments:

y

Data vector of observations at equally spaced points.

Value:

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

Examples:

  data(spencer)
  yy <- spence.15(spencer$mortality)
  plot(spencer$age, spencer$mortality)
  lines(spencer$age, yy)

See Also:

spence.21, spencer,

References:

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

Key Words:

smooth