simple.bp {bivpois}R Documentation

Simple Bivariate Poisson Model

Description

Produces a "list" object which gives details regarding the fit of a simple bivariate Poisson model of the form (X,Y) ~ BP(lambda_1, lambda_2, lambda_3)

Usage

simple.bp(x, y, ini3 = 1, maxit = 300, pres = 1e-08)

Arguments

x, y vectors containing the data
ini3 Initial value for lambda_3
maxit Maximum number of EM steps
pres Precision used in log-likelihood improvement

Details

During the run of the algorithm the following details are printed: the iteration number, lambda1, lambda2, lambda3, the log-likelihood and the relative difference of the log-likelihood.

Value

A list object returned with the following variables.

lambda Vector with parameter values lambda_1 , lambda_2, lambda_3
loglikelihood Ìaximized log-likelihood of the fitted model. This is given in a vector form (one value per iteration).Using this we may monitor the log-likelihood improvement and how EM algorithm works.
AIC, BIC AIC and BIC of the model. Values are also given for the double Poisson model and the saturated model
parameters Number of parameters
iterations Number of iterations

Author(s)

1. Dimitris Karlis, Department of Statistics, Athens University of Economics and Business, Athens, Greece, karlis@aueb.gr .

2. Ioannis Ntzoufras, Department of Statistics, Athens University of Economics and Business, Athens, Greece, ntzoufras@aueb.gr .

References

1. Karlis, D. and Ntzoufras, I. (2004). Bivariate Poisson and Diagonal Inflated Bivariate Poisson Regression Models in S. (submitted). Technical Report, Department of Statistics, Athens University of Economics and Business, Athens, Greece.

2. Karlis, D. and Ntzoufras, I. (2003). Analysis of Sports Data Using Bivariate Poisson Models. Journal of the Royal Statistical Society, D, (Statistician), 52, 381 – 393.

See Also

pbivpois, lm.bp, lm.dibp

Examples

#
# Generation of BP(1,2,3) data
x3<-rpoisson(100, 3)
x1<-rpoisson(100, 1)+x3
x2<-rpoisson(100, 2)+x3
#
# fits the model
x<-simple.bp(x1, x2)
#
# Monitors parameters
x$lambda1
x$lambda2
x$lambda3

[Package bivpois version 0.43-1 Index]