add Dukes/MacDonald

src/MortalityTables.jl

@@ -13,14 +13,15 @@ include("table_source_map.jl")
 include("MetaData.jl")
 include("death_distribution.jl")
 include("MortalityTable.jl")
+include("dukes_macdonald.jl")
 include("XTbML.jl")
 include("get_SOA_table.jl")
 include("parameterized_models.jl")
 include("life_expectancy.jl")
 
 table_dirs = Dict(
     "mort.soa.org" => artifact"mort.soa.org",
-) 
+)
 
 export MortalityTable,
     survival,
@@ -36,7 +37,7 @@ export MortalityTable,
     DeathDistribution,
     get_SOA_table,
     Makeham, Gompertz, MakehamGompertz,
-    hazard,cumhazard,
+    hazard, cumhazard,
     mortality_vector
 
 # lazy load part of the package

src/dukes_macdonald.jl

@@ -0,0 +1,43 @@
+using MortalityTables: SelectUltimateTable
+
+function dukes_macdonald1(point_in_scale::Float64, select_rate::Float64, base_lapses::Float64, total_lapses::Float64, effectiveness::Float64)
+  excess_lapses = total_lapses - base_lapses
+  select_excess_lapses = effectiveness * excess_lapses
+  not_lapses = 1 - total_lapses
+  deteriorated_rate = (point_in_scale * (select_excess_lapses + not_lapses) - select_excess_lapses * select_rate) / not_lapses
+  return deteriorated_rate
+end
+
+function dukes_macdonald1(selectultimate::SelectUltimateTable, issue_age::Int, attained_age::Int, base_lapses::Float64, total_lapses::Float64, effectiveness::Float64)
+  point_in_scale = selectultimate.select[issue_age][attained_age]
+  select_rate = selectultimate.select[attained_age][attained_age]
+  return dukes_macdonald1(point_in_scale, select_rate, base_lapses, total_lapses, effectiveness)
+end
+
+function dukes_macdonald2(point_in_scale::Float64, select_rate::Float64, base_lapses::Float64, total_lapses::Float64, effectiveness::Float64)
+  excess_lapses = total_lapses - base_lapses
+  select_excess_lapses = effectiveness * excess_lapses
+  nonselect_excess_lapses = excess_lapses - select_excess_lapses
+  not_lapses = 1 - total_lapses
+  deteriorated_rate = (point_in_scale * (not_lapses + excess_lapses) - select_excess_lapses * select_rate) / (nonselect_excess_lapses + not_lapses)
+  return deteriorated_rate
+end
+
+function dukes_macdonald2(selectultimate::SelectUltimateTable, issue_age::Int, attained_age::Int, base_lapses::Float64, total_lapses::Float64, effectiveness::Float64)
+  point_in_scale = selectultimate.select[issue_age][attained_age]
+  select_rate = selectultimate.select[attained_age][attained_age]
+  return dukes_macdonald2(point_in_scale, select_rate, base_lapses, total_lapses, effectiveness)
+end
+
+function dukes_macdonald3(point_in_scale::Float64, select_rate::Float64, base_lapses::Float64, total_lapses::Float64, effectiveness::Float64)
+  excess_lapses = total_lapses - base_lapses
+  select_excess_lapses = effectiveness * excess_lapses
+  deteriorated_rate = (point_in_scale - select_excess_lapses * select_rate) / (1 - select_excess_lapses)
+  return deteriorated_rate
+end
+
+function dukes_macdonald3(selectultimate::SelectUltimateTable, issue_age::Int, attained_age::Int, base_lapses::Float64, total_lapses::Float64, effectiveness::Float64)
+  point_in_scale = selectultimate.select[issue_age][attained_age]
+  select_rate = selectultimate.select[attained_age][attained_age]
+  return dukes_macdonald3(point_in_scale, select_rate, base_lapses, total_lapses, effectiveness)
+end

test/dukes_macdonald.jl

@@ -0,0 +1,36 @@
+using MortalityTables: SelectUltimateTable, TableMetaData, table, dukes_macdonald1, dukes_macdonald2, dukes_macdonald3
+
+@testset "Dukes/MacDonald" begin
+  base_lapses = 0.10
+  total_lapses = 0.85
+  effectiveness = 0.80
+  @testset "from newsletter Doll, 2003" begin
+    select = 0.01
+    point_in_scale = 0.03
+    issue_age = 1
+    attained_age = 2
+    testSelectUltimate = SelectUltimateTable(
+      [[0.005, point_in_scale], [nothing, select]], # nothing is like offset array
+      [0.02, 0.04, 0.05],
+      TableMetaData()
+    )
+    @test 3.67 == round(dukes_macdonald1(testSelectUltimate, issue_age, attained_age, base_lapses, total_lapses, effectiveness) / point_in_scale; digits=2)
+    @test 2.33 == round(dukes_macdonald2(testSelectUltimate, issue_age, attained_age, base_lapses, total_lapses, effectiveness) / point_in_scale; digits=2)
+    @test 2.00 == round(dukes_macdonald3(testSelectUltimate, issue_age, attained_age, base_lapses, total_lapses, effectiveness) / point_in_scale; digits=2)
+  end
+  @testset "using real data" begin
+    issue_age = 50
+    attained_age = 60
+    tbl = table(3299)
+    dukes_methods = [
+      dukes_macdonald1,
+      dukes_macdonald2,
+      dukes_macdonald3
+    ]
+    results = [
+      dukes_method(tbl, issue_age, attained_age, base_lapses, total_lapses, effectiveness) / tbl.select[attained_age][attained_age]
+      for dukes_method in dukes_methods
+    ]
+    @test 1 < results[3] < results[2] < results[1] < 8
+  end
+end

test/runtests.jl

@@ -14,9 +14,10 @@ include("XTbML.jl")
 include("parameterized_models.jl")
 include("distribution.jl")
 include("life_expectancy.jl")
+include("dukes_macdonald.jl")
 
 # load tables to be used in subsequent tests
-@test isa(MortalityTables.table(1),MortalityTables.MortalityTable)
+@test isa(MortalityTables.table(1), MortalityTables.MortalityTable)
 
 include("projection_scale.jl")
 include("MortalityTables.jl")