Running ADMBexecutables

In a DOS window
Under linux
Command line options:
ilmn 5
l1 10000000 l2 100000000
l3 10000000 nl1 10000000


Results: Computation times



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 y_{i} has a Poisson (l_{i}) distribution, where
log(l_{i}) = X_{i}b + u_{i}.
Here, X_{i} is a covariate vector, b is a vector of regression parameters
and u_{i} is a first order autoregressive process
u_{i} = r*u_{i1}
+ e_{i}.
Further details about the model can be found here: polio.pdf.
