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Added definition for $E$
Noah
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Poisson with an autoregressive term

I want to fit a fairly "standard" Poisson model, but with an autoregressive term.

$N_i \sim \mathrm{Pois}( \lambda_i E_i)$

with $\log \lambda_i = X_i \beta + \delta$

$\delta \sim AR(1)$

$X_i$ is a vector of covariates. $\beta$ are my coefficients. $\delta$ is an autoregressive term. $E_i$ is the size of population at time t.

The idea is that the count at time step $t$ is partially dependent on the count at time step $t-1$.

Ideally, I'd like to find some R package to fit this.

Any suggestions?

Noah
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