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Running ADMB-executables
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In a DOS window
Under linux
Command line options:
-ilmn 5
-l1 10000000 -l2 100000000
-l3 10000000 -nl1 10000000
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Results: Computation times
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Model description
As an example of a discrete valued time series we use the 'polio data' considered by Kuk & Cheng (1999).
It is assumed that yi has a Poisson (li) distribution, where
log(li) = Xib + ui.
Here, Xi is a covariate vector, b is a vector of regression parameters
and ui is a first order autoregressive process
ui = r*ui-1
+ ei.
Further details about the model can be found here: polio.pdf.
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