You should probably try the -bivpois- package: http://cran.r-project.org/web/packages/bivpois/index.html
A very good discussion of multivariate Poissons, negative binomials etc. can be found in Chapter 7 of Rainer Winkelmann's book "Econometric Analysis of Count Data" (Springer 2008). Most of the likelihoods involved are fairly straightforward. T On Mon, Apr 13, 2009 at 9:32 AM, Owen Powell <opow...@gmail.com> wrote: > Dear list members, > > Is there a package somewhere for jointly estimating two poisson processes? > > I think the closest I've come is using the "SUR" option in the Zelig > package (see below), but when I try the "poisson" option instead of > the "SUR" optioin I get an error (error given below, and indeed, > reading the documentation of the Zelig package, I get the impression > "poisson" was not meant to handle a system of equations). > > I think I could do it myself by constructing the likelihood function > and then applying ML, but I'd prefer to avoid doing that unless it's > entirely necessary. > > I'll post my solution to the list when I've worked it out. > > Regards, > > ~Owen > > # CODE FOR "sur" OPTION > rm(list = ls()) > library(Zelig) > > y1 = c(1,2,3,4) > y2 = c(0,2,0,2) > x = c(2,3,4,8) > d = data.frame(cbind(y1, y2, x)) > > eq1 = y1 ~ x > eq2 = y2 ~ x > eqSystem = list (eq1, eq2) > > system_out = zelig(formula = eqSystem, model = "sur", data = d) > summary(system_out) > > ----------------------------------------------------------------- > > # ERROR FROM REPLACING "sur" WITH "poisson" > Error in switch(mode(x), `NULL` = structure(NULL, class = "formula"), : > invalid formula > > -- > Owen Powell > http://center.uvt.nl/phd_stud/powell > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- To every ω-consistent recursive class κ of formulae there correspond recursive class signs r, such that neither v Gen r nor Neg(v Gen r) belongs to Flg(κ) (where v is the free variable of r). ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.