Created
April 3, 2014 00:53
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| library(ggplot2) | |
| library(mgcv) | |
| # Something bad happens at t=400 and lambda drops | |
| lambdas = c(runif(4E2, 6, 8), runif(1E2, 2, 4)) | |
| obs = rpois(length(lambdas), lambdas) | |
| qplot(x = 1:length(obs), y = obs) + | |
| stat_smooth(method = "gam", family = poisson, formula = y ~ s(x), size = 3) |
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Kernel regression might be better-suited for this, but I'm not sure if it has ggplot2 integration, so I used a GAM :-)