Poisson function

Poisson outcome for kDGLM models

Creates an outcome with Poisson distribution with the chosen parameter.

Poisson(lambda, data, offset = as.matrix(data)^0)

Arguments

• lambda: character: The name of the linear predictor associated with the rate (mean) parameter of the Poisson distribution. The parameter is treated as unknown and equal to the exponential of the associated linear predictor.
• data: numeric: The values of the observed data.
• offset: numeric: The offset at each observation. Must have the same shape as data.

Returns

A object of the class dlm_distr

Details

For evaluating the posterior parameters, we use the method proposed in \insertCite ArtigokParametrico;textualkDGLM.

For the details about the implementation see \insertCite ArtigoPacote;textualkDGLM.

Examples

data <- c(AirPassengers)

level <- polynomial_block(rate = 1, D = 0.95, order = 2)
season <- harmonic_block(rate = 1, period = 12, D = 0.975)

outcome <- Poisson(lambda = "rate", data = data)

fitted.data <- fit_model(level, season,
  AirPassengers = outcome
)
summary(fitted.data)

plot(fitted.data, plot.pkg = "base")

References

\insertAllCited

See Also

fit_model

Other auxiliary functions for a creating outcomes: Gamma(), Multinom(), Normal(), summary.dlm_distr()