poisson_series: Simulated Poisson Time Series Data

In bssm: Bayesian Inference of Non-Linear and Non-Gaussian State Space Models

Simulated Poisson Time Series Data

Description

See example for code for reproducing the data. This was used in Vihola, Helske, Franks (2020).

Format

A vector of length 100.

References

Vihola, M, Helske, J, Franks, J (2020). Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo. Scand J Statist. 1-38. https://doi.org/10.1111/sjos.12492

Examples

# The data was generated as follows:
set.seed(321)
slope <- cumsum(c(0, rnorm(99, sd = 0.01)))
y <- rpois(100, exp(cumsum(slope + c(0, rnorm(99, sd = 0.1)))))

bssm documentation built on Nov. 2, 2023, 6:25 p.m.