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helske / KFAS

KFAS: R Package for Exponential Family State Space Models
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Documentation about Poisson #44

Closed hayato-n closed 4 years ago

hayato-n commented 4 years ago

In the documentation of KFAS (https://www.rdocumentation.org/packages/KFAS/versions/1.3.7/topics/KFAS), Poisson model is described as below.

Yet in the paper of KFAS (https://cran.r-project.org/web/packages/KFAS/vignettes/KFAS.pdf), it is described as

I suspect that the latter is more appropriate than the former since u_t should be the exposure. Is my guess correct?

helske commented 4 years ago

Yes, you are right, \theta_t = \log(\lambda). Thanks, will fix the docs.

hayato-n commented 4 years ago

Thank you for quick reply. KFAS is really helpful package for me!