Hi THierry,
whether the fractional splitting and log-likelihood weighting itself is the best approach to the problem is a longer story (e.g. can it be formulated as a model that is motivated directly by a data generating process for your situation), but when it comes to implementing it, there is a shortcut: If you have weights w1 and w2 such that w1+w2=1 and y=w1 y1 + w2 y2 (as in your example), then the weighted log-likelihood for intensity lambda becomes
w1 y1 log(lambda) - w1 lambda + w2 y2 log(lambda) - w2 lambda - w1 log(y1!) - w2 log(y2!)
= (w1 y1 + w2 y2) log(lambda) - (w1 + w2) lambda - w1 log(y1!) - w2 log(y2!)
= y log(lambda) - lambda - w1 log(y1!) - w2 log(y2!)
Only the y-factorial terms and the fact that y can be fractional distinguishes this from a regular Poisson model.
R-INLA implements the "xpoisson" model, that implements the log-likelihood
y log(lambda) - lambda - log(floor(y)!)
for non-integer y-values.
Apart from the factorial terms, that's identical to the weighted log-likelihood model construction.
The difference in the normalisation constant means you need to be careful about using the likelihood values for comparisons with different data values (this is also true for weighted log-likelihoods)
See inla.doc("xpoisson") for some more information (it's in the same document as the regular "poisson" model).
Finn