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Separable covariance function

by Hans Julius Skaug — last modified Mar 04, 2012 01:32 PM
Poisson GLMM on large spatial grid

It has for a long time been possible to fit GLMMs (Generalized Linear Mixed Models) in ADMB-RE. A typical example is correlated count data with Poisson distribution. However, when the observation are located on a spatial grid the number of latent variables (random effects in the ADMB-RE terminology) grows quadratically in the number of grid points in each geographical direction. The large number of random effects causes a computational challenge.

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