apc: Age-Period-Cohort Analysis

Functions for age-period-cohort analysis. Aggregate data can be organised in matrices indexed by age-cohort, age-period or cohort-period. The data can include dose and response or just doses. The statistical model is a generalized linear model (GLM) allowing for 3,2,1 or 0 of the age-period-cohort factors. Individual-level data should have a row for each individual and columns for each of age, period, and cohort. The statistical model for repeated cross-section is a generalized linear model. The statistical model for panel data is ordinary least squares. The canonical parametrisation of Kuang, Nielsen and Nielsen (2008) <doi:10.1093/biomet/asn026> is used. Thus, the analysis does not rely on ad hoc identification.

Version: 2.0.0
Imports: lattice, plyr, reshape, plm, survey, lmtest, car, ISLR, AER, ggplot2, ChainLadder
Published: 2020-10-01
DOI: 10.32614/CRAN.package.apc
Author: Zoe Fannon, Bent Nielsen
Maintainer: Bent Nielsen <bent.nielsen at nuffield.ox.ac.uk>
License: GPL-3
NeedsCompilation: no
Materials: NEWS
In views: ActuarialScience
CRAN checks: apc results


Reference manual: apc.pdf
Vignettes: Identification: illustrate and check identification used in plot fit function
Introduction: analysis of aggregate data
Introduction: analysis of individual data
Introduction: analysis of individual data: further examples
Generating new models from design matrix function
Reproducing HN2016
Reproducing KN2020
Illustrate and check identification used in plot fit function
Reproducing MMNN2016


Package source: apc_2.0.0.tar.gz
Windows binaries: r-devel: apc_2.0.0.zip, r-release: apc_2.0.0.zip, r-oldrel: apc_2.0.0.zip
macOS binaries: r-release (arm64): apc_2.0.0.tgz, r-oldrel (arm64): apc_2.0.0.tgz, r-release (x86_64): apc_2.0.0.tgz, r-oldrel (x86_64): apc_2.0.0.tgz
Old sources: apc archive

Reverse dependencies:

Reverse suggests: clmplus


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