Re: [R] state space model for poisson distribution

2008-03-10 Thread Spencer Graves
Have you looked at the 'sspir' package? A good introduction to the package can be found in C. Dethlefsen and S. Lundbye-Christensen (2006) "Formulating state space models in r with focus on longitudinal regression models", Journal of Statistical Software, 16(1) [http://www.jstatsoft.org/

[R] state space model for poisson distribution

2008-03-10 Thread arun kirshna
Hi Rers, I have a poission time series model with 5 parameters. I just wanted to remove two of the lag on response in the model and put it as a system model. I am not sure about the codes to combine these two on R. If anybody has any R example (code), please post it. My original model: