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spdep-deprecated

Deprecated Functions in Package spdep


Description

These functions are provided for compatibility with older versions of spdep only, and may be defunct as soon as the next release. The functions have been moved to the spatialreg package.

Usage

lextrB(lw, zero.policy = TRUE, control = list())
lextrW(lw, zero.policy=TRUE, control=list())
lextrS(lw, zero.policy=TRUE, control=list())
#l_max(lw, zero.policy=TRUE, control=list())
griffith_sone(P, Q, type="rook")
subgraph_eigenw(nb, glist=NULL, style="W", zero.policy=NULL, quiet=NULL)
mom_calc(lw, m)
mom_calc_int2(is, m, nb, weights, Card)
stsls(formula, data = list(), listw, zero.policy = NULL,
 na.action = na.fail, robust = FALSE, HC=NULL, legacy=FALSE, W2X = TRUE)
## S3 method for class 'stsls'
impacts(obj, ..., tr, R = NULL, listw = NULL, evalues=NULL,
 tol = 1e-06, empirical = FALSE, Q=NULL)
GMerrorsar(formula, data = list(), listw, na.action = na.fail,
 zero.policy = NULL, method="nlminb", arnoldWied=FALSE, 
 control = list(), pars=NULL, scaleU=FALSE, verbose=NULL, legacy=FALSE,
 se.lambda=TRUE, returnHcov=FALSE, pWOrder=250, tol.Hcov=1.0e-10)
## S3 method for class 'gmsar'
summary(object, correlation = FALSE, Hausman=FALSE, ...)
GMargminImage(obj, lambdaseq, s2seq)
gstsls(formula, data = list(), listw, listw2 = NULL, na.action = na.fail, 
    zero.policy = NULL, pars=NULL, scaleU=FALSE, control = list(), 
    verbose=NULL, method="nlminb", robust=FALSE, legacy=FALSE, W2X=TRUE) 
## S3 method for class 'gmsar'
impacts(obj, ..., n = NULL, tr = NULL, R = NULL,
 listw = NULL, evalues=NULL, tol = 1e-06, empirical = FALSE, Q=NULL)
## S3 method for class 'gmsar'
Hausman.test(object, ..., tol=NULL)
lagmess(formula, data = list(), listw, zero.policy = NULL, na.action = na.fail,
 q = 10, start = -2.5, control=list(), method="BFGS", verbose=NULL,
 use_expm=FALSE)
ME(formula, data=list(), family = gaussian, weights, offset,
 na.action=na.fail, listw=NULL, alpha=0.05, nsim=99, verbose=NULL,
 stdev=FALSE, zero.policy = NULL)
SpatialFiltering(formula, lagformula=NULL, data=list(), na.action=na.fail,
 nb=NULL, glist = NULL, style = "C", zero.policy = NULL, tol = 0.1,
 zerovalue = 1e-04, ExactEV = FALSE, symmetric = TRUE, alpha=NULL,
 alternative="two.sided", verbose=NULL)
LR.sarlm(x, y)
## S3 method for class 'sarlm'
logLik(object, ...)
LR1.sarlm(object)
Wald1.sarlm(object)
## S3 method for class 'sarlm'
Hausman.test(object, ..., tol=NULL)
as.spam.listw(listw)
as_dgRMatrix_listw(listw)
as_dsTMatrix_listw(listw)
as_dsCMatrix_I(n)
as_dsCMatrix_IrW(W, rho)
Jacobian_W(W, rho)
powerWeights(W, rho, order=250, X, tol=.Machine$double.eps^(3/5))
## S3 method for class 'lagImpact'
plot(x, ..., choice="direct", trace=FALSE, density=TRUE)
## S3 method for class 'lagImpact'
print(x, ..., reportQ=NULL)
## S3 method for class 'lagImpact'
summary(object, ..., zstats=FALSE, short=FALSE, reportQ=NULL)
## S3 method for class 'lagImpact'
HPDinterval(obj, prob = 0.95, ..., choice="direct")
intImpacts(rho, beta, P, n, mu, Sigma, irho, drop2beta, bnames, interval,
 type, tr, R, listw, evalues, tol, empirical, Q, icept, iicept, p, mess=FALSE,
 samples=NULL, zero_fill = NULL, dvars = NULL)
can.be.simmed(listw)
eigenw(listw, quiet=NULL)
similar.listw(listw)
do_ldet(coef, env, which=1)
jacobianSetup(method, env, con, pre_eig=NULL, trs=NULL, interval=NULL, which=1)
cheb_setup(env, q=5, which=1)
mcdet_setup(env, p=16, m=30, which=1)
eigen_setup(env, which=1)
eigen_pre_setup(env, pre_eig, which=1)
spam_setup(env, pivot="MMD", which=1)
spam_update_setup(env, in_coef=0.1, pivot="MMD", which=1)
Matrix_setup(env, Imult, super=as.logical(NA), which=1)
Matrix_J_setup(env, super=FALSE, which=1)
LU_setup(env, which=1)
LU_prepermutate_setup(env, coef=0.1, order=FALSE, which=1)
moments_setup(env, trs=NULL, m, p, type="MC", correct=TRUE, trunc=TRUE, eq7=TRUE, which=1)
SE_classic_setup(env, SE_method="LU", p=16, m=30, nrho=200, interpn=2000,
 interval=c(-1,0.999), SElndet=NULL, which=1)
SE_whichMin_setup(env, SE_method="LU", p=16, m=30, nrho=200, interpn=2000,
 interval=c(-1,0.999), SElndet=NULL, which=1)
SE_interp_setup(env, SE_method="LU", p=16, m=30, nrho=200,
 interval=c(-1,0.999), which=1)
MCMCsamp(object, mcmc = 1L, verbose = NULL, ...)
## S3 method for class 'spautolm'
MCMCsamp(object, mcmc = 1L, verbose = NULL, ...,
 burnin = 0L, scale=1, listw, control = list())
## S3 method for class 'sarlm'
MCMCsamp(object, mcmc = 1L, verbose = NULL, ...,
    burnin=0L, scale=1, listw, listw2=NULL, control=list())
spautolm(formula, data = list(), listw, weights,
 na.action, family = "SAR", method="eigen", verbose = NULL, trs=NULL,
 interval=NULL, zero.policy = NULL, tol.solve=.Machine$double.eps,
 llprof=NULL, control=list())
## S3 method for class 'spautolm'
summary(object, correlation = FALSE, adj.se=FALSE,
 Nagelkerke=FALSE, ...)
spBreg_sac(formula, data = list(), listw, listw2=NULL, na.action, 
    Durbin, type, zero.policy=NULL, control=list())
## S3 method for class 'MCMC_sar_g'
impacts(obj, ..., tr=NULL, listw=NULL, evalues=NULL, Q=NULL)
## S3 method for class 'MCMC_sem_g'
impacts(obj, ..., tr=NULL, listw=NULL, evalues=NULL, Q=NULL)
## S3 method for class 'MCMC_sac_g'
impacts(obj, ..., tr=NULL, listw=NULL, evalues=NULL, Q=NULL)
spBreg_err(formula, data = list(), listw, na.action, Durbin, etype,
    zero.policy=NULL, control=list())
spBreg_lag(formula, data = list(), listw, na.action, Durbin, type,
    zero.policy=NULL, control=list())
## S3 method for class 'SLX'
predict(object, newdata, listw, zero.policy=NULL, ...)
lmSLX(formula, data = list(), listw, na.action, weights=NULL,
 Durbin=TRUE, zero.policy=NULL)
## S3 method for class 'SLX'
impacts(obj, ...)
create_WX(x, listw, zero.policy=NULL, prefix="")
## S3 method for class 'sarlm'
anova(object, ...)
bptest.sarlm(object, varformula=NULL, studentize = TRUE, data=list())
errorsarlm(formula, data=list(), listw, na.action, weights=NULL,
 Durbin, etype, method="eigen", quiet=NULL, zero.policy=NULL,
 interval = NULL, tol.solve=1.0e-10, trs=NULL, control=list())
## S3 method for class 'sarlm'
impacts(obj, ..., tr, R = NULL, listw = NULL, evalues=NULL,
 useHESS = NULL, tol = 1e-06, empirical = FALSE, Q=NULL)
lagsarlm(formula, data = list(), listw, 
	na.action, Durbin, type, method="eigen", quiet=NULL, 
	zero.policy=NULL, interval=NULL, tol.solve=1.0e-10, trs=NULL, 
	control=list())
## S3 method for class 'sarlm'
predict(object, newdata = NULL, listw = NULL, pred.type = "TS", all.data = FALSE,
 zero.policy = NULL, legacy = TRUE, legacy.mixed = FALSE, power = NULL, order = 250,
 tol = .Machine$double.eps^(3/5), spChk = NULL, ...)
## S3 method for class 'sarlm.pred'
print(x, ...)
## S3 method for class 'sarlm.pred'
as.data.frame(x, ...)
## S3 method for class 'sarlm'
residuals(object, ...)
## S3 method for class 'sarlm'
deviance(object, ...)
## S3 method for class 'sarlm'
coef(object, ...)
## S3 method for class 'sarlm'
vcov(object, ...)
## S3 method for class 'sarlm'
fitted(object, ...)
sacsarlm(formula, data = list(), listw, listw2 = NULL, na.action, Durbin, type,
 method = "eigen", quiet = NULL, zero.policy = NULL, tol.solve = 1e-10,
 llprof=NULL, interval1=NULL, interval2=NULL, trs1=NULL, trs2=NULL,
 control = list())
## S3 method for class 'sarlm'
summary(object, correlation = FALSE, Nagelkerke = FALSE, Hausman=FALSE, adj.se=FALSE, ...)
## S3 method for class 'sarlm'
print(x, ...)
## S3 method for class 'summary.sarlm'
print(x, digits = max(5, .Options$digits - 3),
	signif.stars = FALSE, ...)
trW(W=NULL, m = 30, p = 16, type = "mult", listw=NULL, momentsSymmetry=TRUE)

Arguments

lw

a binary symmetric listw object from, for example, nb2listw with style “B” for lextrB, style “W” for lextrW and style “S” for lextrS; for l_max, the object may be asymmetric and does not have to be binary

zero.policy

default NULL, use global option value; if TRUE assign zero to the lagged value of zones without neighbours, if FALSE assign NA

control

a list of control arguments

quiet

default NULL, use global !verbose option value; set to FALSE for short summary

P

number of columns in the grid (number of units in a horizontal axis direction)

Q

number of rows in the grid (number of units in a vertical axis direction.)

type

“rook” or “queen”

nb

an object of class nb

glist

list of general weights corresponding to neighbours

style

style can take values “W”, “B”, “C”, “U”, “minmax” and “S”

m

The number of powers; must be an even number for ‘type’=“moments” (default changed from 100 to 30 (2010-11-17))

is

(used internally only in mom_calc_int2 for ‘type’=“moments” on a cluster)

weights

(used internally only in mom_calc_int2 for ‘type’=“moments” on a cluster)

Card

(used internally only in mom_calc_int2 for ‘type’=“moments” on a cluster)

formula

a symbolic description of the model to be fit. The details of model specification are given for lm()

data

an optional data frame containing the variables in the model. By default the variables are taken from the environment which the function is called.

listw

a listw object created for example by nb2listw

na.action

a function (default na.fail), can also be na.omit or na.exclude with consequences for residuals and fitted values - in these cases the weights list will be subsetted to remove NAs in the data. It may be necessary to set zero.policy to TRUE because this subsetting may create no-neighbour observations. Note that only weights lists created without using the glist argument to nb2listw may be subsetted.

robust

default FALSE, if TRUE, apply a heteroskedasticity correction to the coefficients covariances

HC

default NULL, if robust is TRUE, assigned “HC0”, may take values “HC0” or “HC1” for White estimates or MacKinnon-White estimates respectively

legacy

the argument chooses between two implementations of the robustness correction: default FALSE - use the estimate of Omega only in the White consistent estimator of the variance-covariance matrix, if TRUE, use the original implementation which runs a GLS using the estimate of Omega, and yields different coefficient estimates as well - see example below

W2X

default TRUE, if FALSE only WX are used as instruments in the spatial two stage least squares; until release 0.4-60, only WX were used - see example below

obj

A spatial regression object created by lagsarlm, lagmess or by lmSLX; in HPDinterval.lagImpact, a lagImpact object

...

Arguments passed through to methods in the coda package

tr

A vector of traces of powers of the spatial weights matrix created using trW, for approximate impact measures; if not given, listw must be given for exact measures (for small to moderate spatial weights matrices); the traces must be for the same spatial weights as were used in fitting the spatial regression, and must be row-standardised

evalues

vector of eigenvalues of spatial weights matrix for impacts calculations

n

defaults to length(obj$residuals); in the method for gmsar objects it may be used in panel settings to compute the impacts for cross-sectional weights only, suggested by Angela Parenti

R

If given, simulations are used to compute distributions for the impact measures, returned as mcmc objects; the objects are used for convenience but are not output by an MCMC process

tol

Argument passed to mvrnorm: tolerance (relative to largest variance) for numerical lack of positive-definiteness in the coefficient covariance matrix

empirical

Argument passed to mvrnorm (default FALSE): if true, the coefficients and their covariance matrix specify the empirical not population mean and covariance matrix

listw2

a listw object created for example by nb2listw, if not given, set to the same spatial weights as the listw argument

pars

starting values for lambda and sigma squared for GMM optimisation, if missing (default), approximated from initial 2sls model as the autocorrelation coefficient corrected for weights style and model sigma squared

scaleU

Default FALSE: scale the OLS residuals before computing the moment matrices; only used if the pars argument is missing

method

default "nlminb", or optionally a method passed to optim to use an alternative optimizer

arnoldWied

default FALSE

returnHcov

default FALSE, return the Vo matrix for a spatial Hausman test

tol.Hcov

the tolerance for computing the Vo matrix (default=1.0e-10)

pWOrder

default 250, if returnHcov=TRUE, pass this order to powerWeights as the power series maximum limit

lambdaseq

if given, an increasing sequence of lambda values for gridding

s2seq

if given, an increasing sequence of sigma squared values for gridding

object

gmsar object from GMerrorsar

correlation

logical; (default=FALSE), TRUE not available

Hausman

if TRUE, the results of the Hausman test for error models are reported

se.lambda

default TRUE, use the analytical method described in http://econweb.umd.edu/~prucha/STATPROG/OLS/desols.pdf

verbose

default NULL, use global option value; if TRUE, reports function values during optimization.

q

default 10; number of powers of the spatial weights to use

start

starting value for numerical optimization, should be a small negative number

use_expm

default FALSE; if TRUE use expm::expAtv instead of a truncated power series of W

family

a description of the error distribution and link function to be used in the model

offset

this can be used to specify an a priori known component to be included in the linear predictor during fitting

alpha

used as a stopping rule to choose all eigenvectors up to and including the one with a p-value exceeding alpha

nsim

number of permutations for permutation bootstrap for finding p-values

stdev

if TRUE, p-value calculated from bootstrap permutation standard deviate using pnorm with alternative="greater", if FALSE the Hope-type p-value

lagformula

An extra one-sided formula to be used when a spatial lag representation is desired; the intercept is excluded within the function if present because it is part of the formula argument, but excluding it explicitly in the lagformula argument in the presence of factors generates a collinear model matrix

zerovalue

eigenvectors with eigenvalues of an absolute value smaller than zerovalue will be excluded in eigenvector search

ExactEV

Set ExactEV=TRUE to use exact expectations and variances rather than the expectation and variance of Moran's I from the previous iteration, default FALSE

symmetric

Should the spatial weights matrix be forced to symmetry, default TRUE

alternative

a character string specifying the alternative hypothesis, must be one of greater, less or two.sided (default).

x

a logLik object or an object for which a logLik() function exists

y

a logLik object or an object for which a logLik() function exists

W

a dsTMatrix object created using as_dsTMatrix_listw from a symmetric listw object

rho

spatial regression coefficient

order

Power series maximum limit

X

A numerical matrix

choice

One of three impacts: direct, indirect, or total

trace

Argument passed to plot.mcmc: plot trace plots

density

Argument passed to plot.mcmc: plot density plots

prob

Argument passed to HPDinterval.mcmc: a numeric scalar in the interval (0,1) giving the target probability content of the intervals

beta, mu, Sigma, irho, drop2beta, bnames, interval, icept, iicept, p, mess, samples, zero_fill, dvars

internal arguments shared inside impacts methods

reportQ

default NULL; if TRUE and Q given as an argument to impacts, report impact components

zstats

default FALSE, if TRUE, also return z-values and p-values for the impacts based on the simulations

short

default FALSE, if TRUE passed to the print summary method to omit printing of the mcmc summaries

coef

spatial coefficient value

env

environment containing pre-computed objects, fixed after assignment in setup functions

which

default 1; if 2, use second listw object

con

control list passed from model fitting function and parsed in jacobianSetup to set environment variables for method-specific setup

pre_eig

pre-computed eigenvalues of length n

pivot

default “MMD”, may also be “RCM” for Cholesky decompisition using spam

in_coef

fill-in initiation coefficient value, default 0.1

Imult

see Cholesky; numeric scalar which defaults to zero. The matrix that is decomposed is A+m*I where m is the value of Imult and I is the identity matrix of order ncol(A). Default in calling spdep functions is 2, here it cannot be missing and does not have a default, but is rescaled for binary weights matrices in proportion to the maximim row sum in those calling functions

super

see Cholesky; logical scalar indicating is a supernodal decomposition should be created. The alternative is a simplicial decomposition. Default in calling spdep functions is FALSE for “Matrix_J” and as.logical(NA) for “Matrix”. Setting it to NA leaves the choice to a CHOLMOD-internal heuristic

trs, trs1, trs2

A numeric vector of m traces, as from trW

correct

default TRUE: use Smirnov correction term, see trW

trunc

default TRUE: truncate Smirnov correction term, see trW

eq7

default TRUE

use equation 7 in Smirnov and Anselin (2009), if FALSE no unit root correction

SE_method

default “LU”, alternatively “MC”; underlying lndet method to use for generating SE toolbox emulation grid

nrho

default 200, number of lndet values in first stage SE toolbox emulation grid

interval1, interval2

default c(-1,0.999) if interval argument NULL, bounds for SE toolbox emulation grid

interpn

default 2000, number of lndet values to interpolate in second stage SE toolbox emulation grid

SElndet

default NULL, used to pass a pre-computed two-column matrix of coefficient values and corresponding interpolated lndet values

mcmc

The number of MCMC iterations after burnin

burnin

The number of burn-in iterations for the sampler

scale

a positive scale parameter

tol.solve

the tolerance for detecting linear dependencies in the columns of matrices to be inverted - passed to solve() (default=double precision machine tolerance). Errors in solve() may constitute indications of poorly scaled variables: if the variables have scales differing much from the autoregressive coefficient, the values in this matrix may be very different in scale, and inverting such a matrix is analytically possible by definition, but numerically unstable; rescaling the RHS variables alleviates this better than setting tol.solve to a very small value

llprof

default NULL, can either be an integer, to divide the feasible range into llprof points, or a sequence of spatial coefficient values, at which to evaluate the likelihood function

adj.se

if TRUE, adjust the coefficient standard errors for the number of fitted coefficients

Nagelkerke

if TRUE, the Nagelkerke pseudo R-squared is reported

Durbin

default FALSE (spatial lag model); if TRUE, full spatial Durbin model; if a formula object, the subset of explanatory variables to lag

etype

(use the ‘Durbin=’ argument - retained for backwards compatibility only) default "error", may be set to "emixed" to include the spatially lagged independent variables added to X; when "emixed", the lagged intercept is dropped for spatial weights style "W", that is row-standardised weights, but otherwise included

newdata

data frame in which to predict — if NULL, predictions are for the data on which the model was fitted. Should have row names corresponding to region.id. If row names are exactly the same than the ones used for training, it uses in-sample predictors for forecast. See ‘Details’

prefix

default empty string, may be “lag” in some cases

varformula

a formula describing only the potential explanatory variables for the variance (no dependent variable needed). By default the same explanatory variables are taken as in the main regression model

studentize

logical. If set to TRUE Koenker's studentized version of the test statistic will be used.

useHESS, pred.type, all.data, legacy.mixed, power, spChk, digits, signif.stars

other arguments in deprecated functions

momentsSymmetry

default TRUE; assert Smirnov/Anselin symmetry assumption

Details

Model-fitting functions and functions supporting model fitting are being moved to the spatialreg package.

See Also

Examples

## Not run: 
data(boston, package="spData")
ab.listb <- nb2listw(boston.soi, style="B")
er <- range(eigenw(ab.listb))
er
res_1 <- lextrB(ab.listb)
c(res_1)
run <- FALSE
if (require("RSpectra", quietly=TRUE)) run <- TRUE
if (run) {
B <- as(ab.listb, "CsparseMatrix")
eigs(B, k=1, which="SR")$values
}
if (run) {
eigs(B, k=1, which="LR")$values
}
k5 <- knn2nb(knearneigh(boston.utm, k=5))
c(l_max(nb2listw(k5, style="B")))
max(Re(eigenw(nb2listw(k5, style="B"))))
c(l_max(nb2listw(k5, style="C")))
max(Re(eigenw(nb2listw(k5, style="C"))))
ab.listw <- nb2listw(boston.soi, style="W")
er <- range(eigenw(similar.listw(ab.listw)))
er
res_1 <- lextrW(ab.listw)
c(res_1)
if (run) {
B <- as(similar.listw(ab.listw), "CsparseMatrix")
eigs(B, k=1, which="SR")$values
}
if (run) {
eigs(B, k=1, which="LR")$values
}
ab.listw <- nb2listw(boston.soi, style="S")
er <- range(eigenw(similar.listw(ab.listw)))
er
res_1 <- lextrS(ab.listw)
c(res_1)
if (run) {
B <- as(similar.listw(ab.listw), "CsparseMatrix")
eigs(B, k=1, which="SR")$values
}
if (run) {
eigs(B, k=1, which="LR")$values
}
rg <- cell2nb(ncol=7, nrow=7, type="rook")
rg_eig <- eigenw(nb2listw(rg, style="B"))
rg_GS <- griffith_sone(P=7, Q=7, type="rook")
all.equal(rg_eig, rg_GS)
# subgraphs
data(oldcol)
crds <- cbind(COL.OLD$X, COL.OLD$Y)
k3 <- knn2nb(knearneigh(crds, k=3))
nc <- n.comp.nb(k3)
nc$nc
table(nc$comp.id)
k3eig <- eigenw(nb2listw(k3, style="W"))
k3eigSG <- subgraph_eigenw(k3, style="W")
all.equal(sort(k3eig), k3eigSG)

data(oldcol)
COL.lag.eig <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, nb2listw(COL.nb))
summary(COL.lag.eig, correlation=TRUE)
COL.lag.stsls <- stsls(CRIME ~ INC + HOVAL, data=COL.OLD, nb2listw(COL.nb))
summary(COL.lag.stsls, correlation=TRUE)
COL.lag.stslsW <- stsls(CRIME ~ INC + HOVAL, data=COL.OLD, nb2listw(COL.nb), W2X=FALSE)
summary(COL.lag.stslsW, correlation=TRUE)
COL.lag.stslsR <- stsls(CRIME ~ INC + HOVAL, data=COL.OLD, nb2listw(COL.nb),
robust=TRUE, W2X=FALSE)
summary(COL.lag.stslsR, correlation=TRUE)
COL.lag.stslsRl <- stsls(CRIME ~ INC + HOVAL, data=COL.OLD, nb2listw(COL.nb),
robust=TRUE, legacy=TRUE, W2X=FALSE)
summary(COL.lag.stslsRl, correlation=TRUE)
data(boston, package="spData")
gp2a <- stsls(log(CMEDV) ~ CRIM + ZN + INDUS + CHAS + I(NOX^2) + I(RM^2) +
  AGE + log(DIS) + log(RAD) + TAX + PTRATIO + B + log(LSTAT),
 data=boston.c, nb2listw(boston.soi))
summary(gp2a)
columbus <- st_read(system.file("shapes/columbus.shp", package="spData")[1], quiet=TRUE)
col.gal.nb <- read.gal(system.file("weights/columbus.gal", package="spData")[1])
listw <- nb2listw(col.gal.nb)
ev <- eigenw(listw)
W <- as(listw, "CsparseMatrix")
trMatc <- trW(W, type="mult")
lobj1 <- stsls(CRIME ~ INC + HOVAL, columbus, listw)
loobj1 <- impacts(lobj1, R=200, tr=trMatc)
summary(loobj1, zstats=TRUE, short=TRUE)
loobj2 <- impacts(lobj1, R=200, evalues=ev)
summary(loobj2, zstats=TRUE, short=TRUE)
library(coda)
HPDinterval(loobj1)
lobj1r <- stsls(CRIME ~ INC + HOVAL, columbus, listw, robust=TRUE)
loobj1r <- impacts(lobj1r, tr=trMatc, R=200)
summary(loobj1r, zstats=TRUE, short=TRUE)
data(oldcol)
COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 nb2listw(COL.nb, style="W"), method="eigen")
summary(COL.errW.eig, Hausman=TRUE)
COL.errW.GM <- GMerrorsar(CRIME ~ INC + HOVAL, data=COL.OLD,
 nb2listw(COL.nb, style="W"), returnHcov=TRUE)
summary(COL.errW.GM, Hausman=TRUE)
aa <- GMargminImage(COL.errW.GM)
levs <- quantile(aa$z, seq(0, 1, 1/12))
image(aa, breaks=levs, xlab="lambda", ylab="s2")
points(COL.errW.GM$lambda, COL.errW.GM$s2, pch=3, lwd=2)
contour(aa, levels=signif(levs, 4), add=TRUE)
COL.errW.GM1 <- GMerrorsar(CRIME ~ INC + HOVAL, data=COL.OLD,
 nb2listw(COL.nb, style="W"))
summary(COL.errW.GM1)
nydata <- st_read(system.file("shapes/NY8_bna_utm18.gpkg", package="spData")[1], quiet=TRUE)
suppressMessages(nyadjmat <- as.matrix(foreign::read.dbf(system.file(
 "misc/nyadjwts.dbf", package="spData")[1])[-1]))
suppressMessages(ID <- as.character(names(foreign::read.dbf(system.file(
 "misc/nyadjwts.dbf", package="spData")[1]))[-1]))
identical(substring(ID, 2, 10), substring(as.character(nydata$AREAKEY), 2, 10))
nyadjlw <- mat2listw(nyadjmat, as.character(nydata$AREAKEY))
listw_NY <- nb2listw(nyadjlw$neighbours, style="B")
esar1f <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
 listw=listw_NY, family="SAR", method="eigen")
summary(esar1f)
esar1gm <- GMerrorsar(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME,
 data=nydata, listw=listw_NY)
summary(esar1gm)
esar1gm1 <- GMerrorsar(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME,
 data=nydata, listw=listw_NY, method="Nelder-Mead")
summary(esar1gm1)
data(baltimore, package="spData")
baltimore$AGE <- ifelse(baltimore$AGE < 1, 1, baltimore$AGE)
lw <- nb2listw(knn2nb(knearneigh(cbind(baltimore$X, baltimore$Y), k=7)))
obj1 <- lm(log(PRICE) ~ PATIO + log(AGE) + log(SQFT),
 data=baltimore)
lm.morantest(obj1, lw)
lm.LMtests(obj1, lw, test="all")
system.time(obj2 <- lagmess(log(PRICE) ~ PATIO + log(AGE) + log(SQFT), data=baltimore, listw=lw))
summary(obj2)
system.time(obj2a <- lagmess(log(PRICE) ~ PATIO + log(AGE) + log(SQFT), data=baltimore, listw=lw,
 use_expm=TRUE))
summary(obj2a)
obj3 <- lagsarlm(log(PRICE) ~ PATIO + log(AGE) + log(SQFT), data=baltimore, listw=lw)
summary(obj3)
data(boston, package="spData")
lw <- nb2listw(boston.soi)
gp2 <- lagsarlm(log(CMEDV) ~ CRIM + ZN + INDUS + CHAS + I(NOX^2) + I(RM^2)
 +  AGE + log(DIS) + log(RAD) + TAX + PTRATIO + B + log(LSTAT),
 data=boston.c, lw, method="Matrix")
summary(gp2)
gp2a <- lagmess(CMEDV ~ CRIM + ZN + INDUS + CHAS + I(NOX^2) + I(RM^2)
 +  AGE + log(DIS) + log(RAD) + TAX + PTRATIO + B + log(LSTAT),
 data=boston.c, lw)
summary(gp2a)
columbus <- st_read(system.file("shapes/columbus.shp", package="spData")[1], quiet=TRUE)
col.gal.nb <- read.gal(system.file("weights/columbus.gal", package="spData")[1])
lmbase <- lm(CRIME ~ INC + HOVAL, data=columbus)
lagcol <- SpatialFiltering(CRIME ~ 1, ~ INC + HOVAL, data=columbus,
 nb=col.gal.nb, style="W", alpha=0.1, verbose=TRUE)
lagcol
lmlag <- lm(CRIME ~ INC + HOVAL + fitted(lagcol), data=columbus)
anova(lmbase, lmlag)
set.seed(123)
lagcol1 <- ME(CRIME ~ INC + HOVAL, data=columbus, family="gaussian",
 listw=nb2listw(col.gal.nb), alpha=0.1, verbose=TRUE)
lagcol1
lmlag1 <- lm(CRIME ~ INC + HOVAL + fitted(lagcol1), data=columbus)
anova(lmbase, lmlag1)
set.seed(123)
lagcol2 <- ME(CRIME ~ INC + HOVAL, data=columbus, family="gaussian",
 listw=nb2listw(col.gal.nb), alpha=0.1, stdev=TRUE, verbose=TRUE)
lagcol2
lmlag2 <- lm(CRIME ~ INC + HOVAL + fitted(lagcol2), data=columbus)
anova(lmbase, lmlag2)
NA.columbus <- columbus
NA.columbus$CRIME[20:25] <- NA
COL.ME.NA <- ME(CRIME ~ INC + HOVAL, data=NA.columbus, family="gaussian",
 listw=nb2listw(col.gal.nb), alpha=0.1, stdev=TRUE, verbose=TRUE,
 na.action=na.exclude)
COL.ME.NA$na.action
summary(lm(CRIME ~ INC + HOVAL + fitted(COL.ME.NA), data=NA.columbus,
 na.action=na.exclude))
#nc.sids <- st_read(system.file("shapes/sids.shp", package="spData")[1], quiet=TRUE)
#rn <- as.character(nc.sids$FIPS)
#ncCC89_nb <- read.gal(system.file("weights/ncCC89.gal", package="spData")[1],
# region.id=rn)
#ncCR85_nb <- read.gal(system.file("weights/ncCR85.gal", package="spData")[1],
# region.id=rn)
#glmbase <- glm(SID74 ~ 1, data=nc.sids, offset=log(BIR74),
# family="poisson")
#set.seed(123)
#MEpois1 <- ME(SID74 ~ 1, data=nc.sids, offset=log(BIR74),
# family="poisson", listw=nb2listw(ncCR85_nb, style="B"), alpha=0.2, verbose=TRUE)
#MEpois1
#glmME <- glm(SID74 ~ 1 + fitted(MEpois1), data=nc.sids, offset=log(BIR74),
# family="poisson")
#anova(glmME, test="Chisq")
#anova(glmbase, glmME, test="Chisq")
data(hopkins, package="spData")
hopkins_part <- hopkins[21:36,36:21]
hopkins_part[which(hopkins_part > 0, arr.ind=TRUE)] <- 1
hopkins.rook.nb <- cell2nb(16, 16, type="rook")
glmbase <- glm(c(hopkins_part) ~ 1, family="binomial")
set.seed(123)
MEbinom1 <- ME(c(hopkins_part) ~ 1, family="binomial",
 listw=nb2listw(hopkins.rook.nb, style="B"), alpha=0.2, verbose=TRUE)
glmME <- glm(c(hopkins_part) ~ 1 + fitted(MEbinom1), family="binomial")
anova(glmME, test="Chisq")
anova(glmbase, glmME, test="Chisq")
columbus <- st_read(system.file("shapes/columbus.shp", package="spData")[1], quiet=TRUE)
col.gal.nb <- read.gal(system.file("weights/columbus.gal", package="spData")[1])
lmbase <- lm(CRIME ~ INC + HOVAL, data=columbus)
sarcol <- SpatialFiltering(CRIME ~ INC + HOVAL, data=columbus,
 nb=col.gal.nb, style="W", ExactEV=TRUE)
sarcol
lmsar <- lm(CRIME ~ INC + HOVAL + fitted(sarcol), data=columbus)
lmsar
anova(lmbase, lmsar)
lm.morantest(lmsar, nb2listw(col.gal.nb))
lagcol <- SpatialFiltering(CRIME ~ 1, ~ INC + HOVAL - 1, data=columbus,
 nb=col.gal.nb, style="W")
lagcol
lmlag <- lm(CRIME ~ INC + HOVAL + fitted(lagcol), data=columbus)
lmlag
anova(lmbase, lmlag)
lm.morantest(lmlag, nb2listw(col.gal.nb))
NA.columbus <- columbus
NA.columbus$CRIME[20:25] <- NA
COL.SF.NA <- SpatialFiltering(CRIME ~ INC + HOVAL, data=NA.columbus,
 nb=col.gal.nb, style="W", na.action=na.exclude)
COL.SF.NA$na.action
summary(lm(CRIME ~ INC + HOVAL + fitted(COL.SF.NA), data=NA.columbus,
 na.action=na.exclude))
columbus <- st_read(system.file("shapes/columbus.shp", package="spData")[1], quiet=TRUE)
col.gal.nb <- read.gal(system.file("weights/columbus.gal", package="spData")[1])
mixed <- lagsarlm(CRIME ~ HOVAL + INC, data=columbus, nb2listw(col.gal.nb),
  type="mixed")
error <- errorsarlm(CRIME ~ HOVAL + INC, data=columbus, nb2listw(col.gal.nb))
LR.sarlm(mixed, error)
Hausman.test(error)
columbus <- st_read(system.file("shapes/columbus.shp", package="spData")[1], quiet=TRUE)
col.gal.nb <- read.gal(system.file("weights/columbus.gal", package="spData")[1])
col.listw <- nb2listw(col.gal.nb)
if (require("spam", quietly=TRUE)) {
col.sp <- as.spam.listw(col.listw)
str(col.sp)
}
suppressMessages(nyadjmat <- as.matrix(foreign::read.dbf(system.file(
 "misc/nyadjwts.dbf", package="spData")[1])[-1]))
nyadjlw <- mat2listw(nyadjmat)
listw_NY <- nb2listw(nyadjlw$neighbours, style="B")
library(Matrix)
W_C <- as(listw_NY, "CsparseMatrix")
W_R <- as(listw_NY, "RsparseMatrix")
W_S <- as(listw_NY, "symmetricMatrix")
n <- nrow(W_S)
I <- Diagonal(n)
rho <- 0.1
c(determinant(I - rho * W_S, logarithm=TRUE)$modulus)
sum(log(1 - rho * eigenw(listw_NY)))
nW <- - W_S
nChol <- Cholesky(nW, Imult=8)
n * log(rho) + (2 * c(determinant(update(nChol, nW, 1/rho))$modulus))
nb7rt <- cell2nb(7, 7, torus=TRUE)
x <- matrix(sample(rnorm(500*length(nb7rt))), nrow=length(nb7rt))
W <- as(nb2listw(nb7rt), "CsparseMatrix")
system.time(ee <- powerWeights(W, rho=0.9, X=x))
#all.equal(e, as(ee, "matrix"), check.attributes=FALSE)
system.time(e <- invIrM(nb7rt, rho=0.98, method="solve", feasible=NULL) %*% x)
system.time(ee <- powerWeights(W, rho=0.98, X=x))
str(attr(ee, "internal"))
all.equal(e, as(ee, "matrix"), check.attributes=FALSE)
system.time(ee <- powerWeights(W, rho=0.98, order=1000, X=x))
all.equal(e, as(ee, "matrix"), check.attributes=FALSE)
nb60rt <- cell2nb(60, 60, torus=TRUE)
W <- as(nb2listw(nb60rt), "CsparseMatrix")
set.seed(1)
x <- matrix(rnorm(dim(W)[1]), ncol=1)
system.time(ee <- powerWeights(W, rho=0.3, X=x))
str(as(ee, "matrix"))
obj <- errorsarlm(as(ee, "matrix")[,1] ~ 1, listw=nb2listw(nb60rt), method="Matrix")
coefficients(obj)
data(oldcol)
W.eig <- eigenw(nb2listw(COL.nb, style="W"))
1/range(W.eig)
S.eig <- eigenw(nb2listw(COL.nb, style="S"))
1/range(S.eig)
B.eig <- eigenw(nb2listw(COL.nb, style="B"))
1/range(B.eig)
# cases for intrinsically asymmetric weights
crds <- cbind(COL.OLD$X, COL.OLD$Y)
k3 <- knn2nb(knearneigh(crds, k=3))
is.symmetric.nb(k3)
k3eig <- eigenw(nb2listw(k3, style="W"))
is.complex(k3eig)
rho <- 0.5
Jc <- sum(log(1 - rho * k3eig))
# complex eigenvalue Jacobian
Jc
W <- as(nb2listw(k3, style="W"), "CsparseMatrix")
I <- diag(length(k3))
Jl <- sum(log(abs(diag(slot(lu(I - rho * W), "U")))))
# LU Jacobian equals complex eigenvalue Jacobian
Jl
all.equal(Re(Jc), Jl)
# wrong value if only real part used
Jr <- sum(log(1 - rho * Re(k3eig)))
Jr
all.equal(Jr, Jl)
# construction of Jacobian from complex conjugate pairs (Jan Hauke)
Rev <- Re(k3eig)[which(Im(k3eig) == 0)]
# real eigenvalues
Cev <- k3eig[which(Im(k3eig) != 0)]
pCev <- Cev[Im(Cev) > 0]
# separate complex conjugate pairs
RpCev <- Re(pCev)
IpCev <- Im(pCev)
# reassemble Jacobian
Jc1 <- sum(log(1 - rho*Rev)) + sum(log((1 - rho * RpCev)^2 + (rho^2)*(IpCev^2)))
all.equal(Re(Jc), Jc1)
# impact of omitted complex part term in real part only Jacobian
Jc2 <- sum(log(1 - rho*Rev)) + sum(log((1 - rho * RpCev)^2))
all.equal(Jr, Jc2)
# trace of asymmetric (WW) and crossprod of complex eigenvalues for APLE
sum(diag(W %*% W))
crossprod(k3eig)
# analytical regular grid eigenvalues
run <- FALSE
if (require("RSpectra", quietly=TRUE)) run <- TRUE
if (run) {
rg <- cell2nb(ncol=7, nrow=7, type="rook")
B <- as(nb2listw(rg, style="B"), "CsparseMatrix")
res1 <- eigs(B, k=1, which="LR")$values
resn <- eigs(B, k=1, which="SR")$values
print(Re(c(resn, res1)))
}
if (run) {
rg_eig <- eigenw(nb2listw(rg, style="B"))
print(all.equal(range(Re(rg_eig)), c(resn, res1))) 
}
if (run) {
lw <- nb2listw(rg, style="W")
rg_eig <- eigenw(similar.listw(lw))
print(range(Re(rg_eig)))
}
if (run) {
W  <- as(lw, "CsparseMatrix")
print(Re(c(eigs(W, k=1, which="SR")$values, eigs(W, k=1, which="LR")$values)))
}
data(oldcol)
COL.W <- nb2listw(COL.nb, style="W")
COL.S <- nb2listw(COL.nb, style="S")
sum(log(1 - 0.5 * eigenw(COL.W)))
sum(log(1 - 0.5 * eigenw(similar.listw(COL.W))))
W_J <- as(as_dsTMatrix_listw(similar.listw(COL.W)), "CsparseMatrix")
I <- as_dsCMatrix_I(dim(W_J)[1])
c(determinant(I - 0.5 * W_J, logarithm=TRUE)$modulus)
sum(log(1 - 0.5 * eigenw(COL.S)))
sum(log(1 - 0.5 * eigenw(similar.listw(COL.S))))
W_J <- as(as_dsTMatrix_listw(similar.listw(COL.S)), "CsparseMatrix")
c(determinant(I - 0.5 * W_J, logarithm=TRUE)$modulus)
data(boston, package="spData")
lw <- nb2listw(boston.soi)
can.sim <- spdep:::can.be.simmed(lw)
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("can.sim", can.sim, envir=env)
assign("similar", FALSE, envir=env)
assign("verbose", FALSE, envir=env)
assign("family", "SAR", envir=env)
eigen_setup(env)
get("similar", envir=env)
do_ldet(0.5, env)
rm(env)
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("can.sim", can.sim, envir=env)
assign("similar", FALSE, envir=env)
assign("verbose", FALSE, envir=env)
assign("family", "SAR", envir=env)
assign("n", length(boston.soi), envir=env)
eigen_pre_setup(env, pre_eig=eigenw(similar.listw(lw)))
do_ldet(0.5, env)
rm(env)
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("can.sim", can.sim, envir=env)
assign("similar", FALSE, envir=env)
assign("family", "SAR", envir=env)
assign("n", length(boston.soi), envir=env)
Matrix_setup(env, Imult=2, super=FALSE)
get("similar", envir=env)
do_ldet(0.5, env)
rm(env)
if (require("spam", quietly=TRUE)) {
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("n", length(boston.soi), envir=env)
assign("can.sim", can.sim, envir=env)
assign("similar", FALSE, envir=env)
assign("family", "SAR", envir=env)
spam_setup(env)
get("similar", envir=env)
do_ldet(0.5, env)
rm(env)
}
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("n", length(boston.soi), envir=env)
assign("similar", FALSE, envir=env)
assign("family", "SAR", envir=env)
LU_setup(env)
get("similar", envir=env)
do_ldet(0.5, env)
rm(env)
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("n", length(boston.soi), envir=env)
assign("similar", FALSE, envir=env)
assign("family", "SAR", envir=env)
LU_prepermutate_setup(env)
get("similar", envir=env)
do_ldet(0.5, env)
rm(env)
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("similar", FALSE, envir=env)
assign("family", "SAR", envir=env)
cheb_setup(env, q=5)
get("similar", envir=env)
do_ldet(0.5, env)
rm(env)
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("n", length(boston.soi), envir=env)
assign("similar", FALSE, envir=env)
assign("family", "SAR", envir=env)
set.seed(12345)
mcdet_setup(env, p=16, m=30)
get("similar", envir=env)
do_ldet(0.5, env)
rm(env)
nydata <- st_read(system.file("shapes/NY8_bna_utm18.gpkg", package="spData")[1], quiet=TRUE)
suppressMessages(nyadjmat <- as.matrix(foreign::read.dbf(system.file(
 "misc/nyadjwts.dbf", package="spData")[1])[-1]))
suppressMessages(ID <- as.character(names(foreign::read.dbf(system.file(
 "misc/nyadjwts.dbf", package="spData")[1]))[-1]))
identical(substring(ID, 2, 10), substring(as.character(nydata$AREAKEY), 2, 10))
nyadjlw <- mat2listw(nyadjmat)
listw_NY <- nb2listw(nyadjlw$neighbours, style="B")
esar1f <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
 listw=listw_NY, family="SAR", method="eigen")
summary(esar1f)
res <- MCMCsamp(esar1f, mcmc=5000, burnin=500, listw=listw_NY)
summary(res)
#esar1fw <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
# listw=listw_NY, weights=POP8, family="SAR", method="eigen")
#summary(esar1fw)
#res <- MCMCsamp(esar1fw, mcmc=5000, burnin=500, listw=listw_NY)
#summary(res)
ecar1f <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
 listw=listw_NY, family="CAR", method="eigen")
summary(ecar1f)
res <- MCMCsamp(ecar1f, mcmc=5000, burnin=500, listw=listw_NY)
summary(res)
#esar1fw <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
# listw=listw_NY, weights=POP8, family="SAR", method="eigen")
#summary(esar1fw)
#res <- MCMCsamp(esar1fw, mcmc=5000, burnin=500, listw=listw_NY)
#summary(res)
#ecar1fw <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
# listw=listw_NY, weights=POP8, family="CAR", method="eigen")
#summary(ecar1fw)
#res <- MCMCsamp(ecar1fw, mcmc=5000, burnin=500, listw=listw_NY)
#summary(res)
esar0 <- errorsarlm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
 listw=listw_NY)
summary(esar0)
res <- MCMCsamp(esar0, mcmc=5000, burnin=500, listw=listw_NY)
summary(res)
#esar0w <- errorsarlm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
# listw=listw_NY, weights=POP8)
#summary(esar0w)
#res <- MCMCsamp(esar0w, mcmc=5000, burnin=500, listw=listw_NY)
#summary(res)
esar1 <- errorsarlm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
 listw=listw_NY, etype="emixed")
summary(esar1)
res <- MCMCsamp(esar1, mcmc=5000, burnin=500, listw=listw_NY)
summary(res)
lsar0 <- lagsarlm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
 listw=listw_NY)
summary(lsar0)
res <- MCMCsamp(lsar0, mcmc=5000, burnin=500, listw=listw_NY)
summary(res)
lsar1 <- lagsarlm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
 listw=listw_NY, type="mixed")
summary(lsar1)
res <- MCMCsamp(lsar1, mcmc=5000, burnin=500, listw=listw_NY)
summary(res)
ssar0 <- sacsarlm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
 listw=listw_NY)
summary(ssar0)
res <- MCMCsamp(ssar0, mcmc=5000, burnin=500, listw=listw_NY)
summary(res)
ssar1 <- sacsarlm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
 listw=listw_NY, type="sacmixed")
summary(ssar1)
res <- MCMCsamp(ssar1, mcmc=5000, burnin=500, listw=listw_NY)
summary(res)
nydata <- st_read(system.file("shapes/NY8_bna_utm18.gpkg", package="spData")[1], quiet=TRUE)
lm0 <- lm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata)
summary(lm0)
lm0w <- lm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata, weights=POP8)
summary(lm0w)
suppressMessages(nyadjmat <- as.matrix(foreign::read.dbf(system.file(
 "misc/nyadjwts.dbf", package="spData")[1])[-1]))
suppressMessages(ID <- as.character(names(foreign::read.dbf(system.file(
 "misc/nyadjwts.dbf", package="spData")[1]))[-1]))
identical(substring(ID, 2, 10), substring(as.character(nydata$AREAKEY), 2, 10))
nyadjlw <- mat2listw(nyadjmat, as.character(nydata$AREAKEY))
listw_NY <- nb2listw(nyadjlw$neighbours, style="B")
esar0 <- errorsarlm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
 listw=listw_NY)
summary(esar0)
system.time(esar1f <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME,
 data=nydata, listw=listw_NY, family="SAR", method="eigen"))
res <- summary(esar1f)
print(res)
sqrt(diag(res$resvar))
sqrt(diag(esar1f$fit$imat)*esar1f$fit$s2)
sqrt(diag(esar1f$fdHess))
system.time(esar1M <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME,
 data=nydata, listw=listw_NY, family="SAR", method="Matrix"))
summary(esar1M)
system.time(esar1M <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME,
 data=nydata, listw=listw_NY, family="SAR", method="Matrix",
 control=list(super=TRUE)))
summary(esar1M)
#esar1wf <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
# listw=listw_NY, weights=POP8, family="SAR", method="eigen")
#summary(esar1wf)
#system.time(esar1wM <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME,
# data=nydata, listw=listw_NY, weights=POP8, family="SAR", method="Matrix"))
#summary(esar1wM)
#esar1wlu <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
# listw=listw_NY, weights=POP8, family="SAR", method="LU")
#summary(esar1wlu)
#esar1wch <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
# listw=listw_NY, weights=POP8, family="SAR", method="Chebyshev")
#summary(esar1wch)
ecar1f <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
 listw=listw_NY, family="CAR", method="eigen")
summary(ecar1f)
system.time(ecar1M <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME,
 data=nydata, listw=listw_NY, family="CAR", method="Matrix"))
summary(ecar1M)
#ecar1wf <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME, data=nydata,
# listw=listw_NY, weights=nydata$POP8, family="CAR", method="eigen")
#summary(ecar1wf)
#system.time(ecar1wM <- spautolm(Z ~ PEXPOSURE + PCTAGE65P + PCTOWNHOME,
# data=nydata, listw=listw_NY, weights=POP8, family="CAR", method="Matrix"))
#summary(ecar1wM)
nc.sids <- st_read(system.file("shapes/sids.shp", package="spData")[1], quiet=TRUE)
ft.SID74 <- sqrt(1000)*(sqrt(nc.sids$SID74/nc.sids$BIR74) +
 sqrt((nc.sids$SID74+1)/nc.sids$BIR74))
lm_nc <- lm(ft.SID74 ~ 1)
sids.nhbr30 <- dnearneigh(cbind(nc.sids$east, nc.sids$north), 0, 30, row.names=row.names(nc.sids))
sids.nhbr30.dist <- nbdists(sids.nhbr30, cbind(nc.sids$east, nc.sids$north))
sids.nhbr <- listw2sn(nb2listw(sids.nhbr30, glist=sids.nhbr30.dist, style="B", zero.policy=TRUE))
dij <- sids.nhbr[,3]
n <- nc.sids$BIR74
el1 <- min(dij)/dij
el2 <- sqrt(n[sids.nhbr$to]/n[sids.nhbr$from])
sids.nhbr$weights <- el1*el2
sids.nhbr.listw <- sn2listw(sids.nhbr)
both <- factor(paste(nc.sids$L_id, nc.sids$M_id, sep=":"))
ft.NWBIR74 <- sqrt(1000)*(sqrt(nc.sids$NWBIR74/nc.sids$BIR74) +
 sqrt((nc.sids$NWBIR74+1)/nc.sids$BIR74))
mdata <- data.frame(both, ft.NWBIR74, ft.SID74, BIR74=nc.sids$BIR74)
outl <- which.max(rstandard(lm_nc))
as.character(nc.sids$NAME[outl])
mdata.4 <- mdata[-outl,]
W <- listw2mat(sids.nhbr.listw)
W.4 <- W[-outl, -outl]
sids.nhbr.listw.4 <- mat2listw(W.4)
esarI <- errorsarlm(ft.SID74 ~ 1, data=mdata, listw=sids.nhbr.listw,
 zero.policy=TRUE)
summary(esarI)
esarIa <- spautolm(ft.SID74 ~ 1, data=mdata, listw=sids.nhbr.listw,
 family="SAR")
summary(esarIa)
esarIV <- errorsarlm(ft.SID74 ~ ft.NWBIR74, data=mdata, listw=sids.nhbr.listw,
 zero.policy=TRUE)
summary(esarIV)
esarIVa <- spautolm(ft.SID74 ~ ft.NWBIR74, data=mdata, listw=sids.nhbr.listw,
 family="SAR")
summary(esarIVa)
#esarIaw <- spautolm(ft.SID74 ~ 1, data=mdata, listw=sids.nhbr.listw,
# weights=BIR74, family="SAR")
#summary(esarIaw)
#esarIIaw <- spautolm(ft.SID74 ~ both - 1, data=mdata, listw=sids.nhbr.listw,
# weights=BIR74, family="SAR")
#summary(esarIIaw)
#esarIVaw <- spautolm(ft.SID74 ~ ft.NWBIR74, data=mdata,
# listw=sids.nhbr.listw, weights=BIR74, family="SAR")
#summary(esarIVaw)
#ecarIaw <- spautolm(ft.SID74 ~ 1, data=mdata.4, listw=sids.nhbr.listw.4,
# weights=BIR74, family="CAR")
#summary(ecarIaw)
#ecarIIaw <- spautolm(ft.SID74 ~ both - 1, data=mdata.4,
# listw=sids.nhbr.listw.4, weights=BIR74, family="CAR")
#summary(ecarIIaw)
#ecarIVaw <- spautolm(ft.SID74 ~ ft.NWBIR74, data=mdata.4,
# listw=sids.nhbr.listw.4, weights=BIR74, family="CAR")
#summary(ecarIVaw)
#nc.sids$fitIV <- append(fitted.values(ecarIVaw), NA, outl-1)
#plot(nc.sids[,"fitIV"], nbreaks=12) # Cressie 1993, p. 565
data(oldcol)
COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 nb2listw(COL.nb, style="W"))
summary(COL.errW.eig)
COL.errW.sar <- spautolm(CRIME ~ INC + HOVAL, data=COL.OLD,
 nb2listw(COL.nb, style="W"))
summary(COL.errW.sar)
data(boston, package="spData")
gp1 <- spautolm(log(CMEDV) ~ CRIM + ZN + INDUS + CHAS + I(NOX^2)
 + I(RM^2) + AGE + log(DIS) + log(RAD) + TAX + PTRATIO + B + log(LSTAT), 
 data=boston.c, nb2listw(boston.soi), family="SMA")
summary(gp1)
data(oldcol)
listw <- nb2listw(COL.nb, style="W")
ev <- eigenw(listw)
COL.sacW.eig <- sacsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, listw,
 control=list(pre_eig1=ev, pre_eig2=ev))
summary(COL.sacW.eig)
W <- as(listw, "CsparseMatrix")
trMatc <- trW(W, type="mult")
set.seed(1)
summary(impacts(COL.sacW.eig, tr=trMatc, R=2000), zstats=TRUE, short=TRUE)
library(coda)
set.seed(1)
COL.sacW.B0 <- spBreg_sac(CRIME ~ INC + HOVAL, data=COL.OLD, listw,
 Durbin=FALSE, control=list(ndraw=1500L, nomit=500L))
print(summary(COL.sacW.B0))
print(summary(impacts(COL.sacW.B0, tr=trMatc), zstats=TRUE, short=TRUE))
set.seed(1)
COL.sacW.B1 <- spBreg_sac(CRIME ~ INC + HOVAL, data=COL.OLD, listw,
 Durbin=TRUE, control=list(ndraw=1500L, nomit=500L))
print(summary(COL.sacW.B1))
print(summary(impacts(COL.sacW.B1, tr=trMatc), zstats=TRUE, short=TRUE))
COL.msacW.eig <- sacsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, listw,
 type="sacmixed", control=list(pre_eig1=ev, pre_eig2=ev))
summary(COL.msacW.eig)
set.seed(1)
summary(impacts(COL.msacW.eig, tr=trMatc, R=2000), zstats=TRUE, short=TRUE)
COL.msacW1.eig <- sacsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, listw,
 Durbin=TRUE, control=list(pre_eig1=ev, pre_eig2=ev))
summary(COL.msacW1.eig)
set.seed(1)
summary(impacts(COL.msacW1.eig, tr=trMatc, R=2000), zstats=TRUE, short=TRUE)
COL.msacW2.eig <- sacsarlm(CRIME ~ DISCBD + INC + HOVAL, data=COL.OLD, 
 listw, Durbin= ~ INC, control=list(pre_eig1=ev, pre_eig2=ev))
summary(COL.msacW2.eig)
summary(impacts(COL.msacW2.eig, tr=trMatc, R=2000), zstats=TRUE, short=TRUE)
library(coda)
set.seed(1)
data(oldcol)
lw <- nb2listw(COL.nb, style="W")
COL.err.Bayes <- spBreg_err(CRIME ~ INC + HOVAL, data=COL.OLD, listw=lw)
print(summary(COL.err.Bayes))
print(raftery.diag(COL.err.Bayes, r=0.01))
set.seed(1)
COL.err.Bayes <- spBreg_err(CRIME ~ INC + HOVAL, data=COL.OLD, listw=lw,
 control=list(prior=list(lambdaMH=TRUE)))
print(summary(COL.err.Bayes))
print(raftery.diag(COL.err.Bayes, r=0.01))
set.seed(1)
COL.err.Bayes <- spBreg_err(CRIME ~ INC + HOVAL, data=COL.OLD, listw=lw,
 Durbin=TRUE)
print(summary(COL.err.Bayes))
print(summary(impacts(COL.err.Bayes)))
print(raftery.diag(COL.err.Bayes, r=0.01))
set.seed(1)
COL.err.Bayes <- spBreg_err(CRIME ~ INC + HOVAL, data=COL.OLD, listw=lw,
 Durbin=TRUE, control=list(prior=list(lambdaMH=TRUE)))
print(summary(COL.err.Bayes))
print(summary(impacts(COL.err.Bayes)))
print(raftery.diag(COL.err.Bayes, r=0.01))
set.seed(1)
COL.err.Bayes <- spBreg_err(CRIME ~ INC + HOVAL, data=COL.OLD, listw=lw,
 Durbin=~INC)
print(summary(COL.err.Bayes))
print(summary(impacts(COL.err.Bayes)))
print(raftery.diag(COL.err.Bayes, r=0.01))
set.seed(1)
COL.err.Bayes <- spBreg_err(CRIME ~ INC + HOVAL, data=COL.OLD, listw=lw,
 Durbin=~INC, control=list(prior=list(lambdaMH=TRUE)))
print(summary(COL.err.Bayes))
print(summary(impacts(COL.err.Bayes)))
print(raftery.diag(COL.err.Bayes, r=0.01))
set.seed(1)
data(oldcol)
listw <- nb2listw(COL.nb, style="W")
COL.lag.Bayes <- spBreg_lag(CRIME ~ INC + HOVAL, data=COL.OLD,
 listw=listw)
summary(COL.lag.Bayes)
summary(impacts(COL.lag.Bayes, tr=trMatc), short=TRUE, zstats=TRUE)
summary(impacts(COL.lag.Bayes, evalues=ev), short=TRUE, zstats=TRUE)
set.seed(1)
COL.D0.Bayes <- spBreg_lag(CRIME ~ INC + HOVAL, data=COL.OLD,
 listw=listw, Durbin=TRUE)
summary(COL.D0.Bayes)
summary(impacts(COL.D0.Bayes, tr=trMatc), short=TRUE, zstats=TRUE)
set.seed(1)
COL.D1.Bayes <- spBreg_lag(CRIME ~ DISCBD + INC + HOVAL, data=COL.OLD,
 listw=listw, Durbin= ~ INC)
summary(COL.D1.Bayes)
summary(impacts(COL.D1.Bayes, tr=trMatc), short=TRUE, zstats=TRUE)
#data(elect80, package="spData")
#lw <- nb2listw(e80_queen, zero.policy=TRUE)
#el_ml <- lagsarlm(log(pc_turnout) ~ log(pc_college) + log(pc_homeownership)
# + log(pc_income), data=elect80, listw=lw, zero.policy=TRUE, method="LU")
#summary(el_ml)
#set.seed(1)
#el_B <- spBreg_lag(log(pc_turnout) ~ log(pc_college) + log(pc_homeownership)
# + log(pc_income), data=elect80, listw=lw, zero.policy=TRUE)
#summary(el_B)
#el_ml$timings
#attr(el_B, "timings")
data(oldcol, package="spdep")
lw <- spdep::nb2listw(COL.nb)
COL.SLX <- lmSLX(CRIME ~ INC + HOVAL, data=COL.OLD, listw=lw)
pslx0 <- predict(COL.SLX)
pslx1 <- predict(COL.SLX, newdata=COL.OLD, listw=lw)
all.equal(pslx0, pslx1)
COL.OLD1 <- COL.OLD
COL.OLD1$INC <- COL.OLD1$INC + 1
pslx2 <- predict(COL.SLX, newdata=COL.OLD1, listw=lw)
sum(coef(COL.SLX)[c(2,4)])
mean(pslx2-pslx1)
COL.SLX <- lmSLX(CRIME ~ INC + HOVAL, data=COL.OLD, listw=lw)
summary(COL.SLX)
summary(impacts(COL.SLX))
COL.SLX <- lmSLX(CRIME ~ INC + HOVAL + I(HOVAL^2), data=COL.OLD, listw=lw, Durbin=TRUE)
summary(impacts(COL.SLX))
summary(COL.SLX)
COL.SLX <- lmSLX(CRIME ~ INC + HOVAL + I(HOVAL^2), data=COL.OLD, listw=lw, Durbin=~INC)
summary(impacts(COL.SLX))
summary(COL.SLX)
COL.SLX <- lmSLX(CRIME ~ INC, data=COL.OLD, listw=lw)
summary(COL.SLX)
summary(impacts(COL.SLX))
crds <- cbind(COL.OLD$X, COL.OLD$Y)
mdist <- sqrt(sum(diff(apply(crds, 2, range))^2))
dnb <- dnearneigh(crds, 0, mdist)
dists <- nbdists(dnb, crds)
f <- function(x, form, data, dnb, dists, verbose) {
  glst <- lapply(dists, function(d) 1/(d^x))
  lw <- nb2listw(dnb, glist=glst, style="B")
  res <- logLik(lmSLX(form=form, data=data, listw=lw))
  if (verbose) cat("power:", x, "logLik:", res, "\n")
  res
}
opt <- optimize(f, interval=c(0.1, 4), form=CRIME ~ INC + HOVAL,
 data=COL.OLD, dnb=dnb, dists=dists, verbose=TRUE, maximum=TRUE)
glst <- lapply(dists, function(d) 1/(d^opt$maximum))
lw <- nb2listw(dnb, glist=glst, style="B")
SLX <- lmSLX(CRIME ~ INC + HOVAL, data=COL.OLD, listw=lw)
summary(SLX)
summary(impacts(SLX))
columbus <- st_read(system.file("shapes/columbus.shp", package="spData")[1], quiet=TRUE)
col.gal.nb <- read.gal(system.file("weights/columbus.gal", package="spData")[1])
# fit models for comparison
lm.mod <- lm(CRIME ~ HOVAL + INC, data=columbus)
lag <- lagsarlm(CRIME ~ HOVAL + INC, data=columbus, nb2listw(col.gal.nb))
mixed <- lagsarlm(CRIME ~ HOVAL + INC, data=columbus, nb2listw(col.gal.nb),
  Durbin=TRUE)
error <- errorsarlm(CRIME ~ HOVAL + INC, data=columbus, nb2listw(col.gal.nb))
# compare nested models
LR.sarlm(mixed, error)
#anova(lag, lm.mod)
#anova(lag, error, mixed)
AIC(lag, error, mixed)
columbus <- st_read(system.file("shapes/columbus.shp", package="spData")[1], quiet=TRUE)
col.gal.nb <- read.gal(system.file("weights/columbus.gal", package="spData")[1])
error.col <- errorsarlm(CRIME ~ HOVAL + INC, data=columbus,
 nb2listw(col.gal.nb))
bptest.sarlm(error.col)
bptest.sarlm(error.col, studentize=FALSE)
lm.target <- lm(error.col$tary ~ error.col$tarX - 1)
if (require(lmtest) && require(sandwich)) {
  print(coeftest(lm.target, vcov=vcovHC(lm.target, type="HC0"), df=Inf))
}
data(oldcol)
lw <- nb2listw(COL.nb, style="W")
ev <- eigenw(similar.listw(lw))
COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, quiet=FALSE, control=list(pre_eig=ev))
summary(COL.errW.eig)
COL.errW.eig_ev <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, control=list(pre_eig=ev))
all.equal(coefficients(COL.errW.eig), coefficients(COL.errW.eig_ev))
COL.errB.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 nb2listw(COL.nb, style="B"))
summary(COL.errB.eig)
W <- as(nb2listw(COL.nb), "CsparseMatrix")
trMatc <- trW(W, type="mult")
COL.errW.M <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, method="Matrix", quiet=FALSE, trs=trMatc)
summary(COL.errW.M)
COL.SDEM.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, etype="emixed", control=list(pre_eig=ev))
summary(COL.SDEM.eig)
COL.SDEM.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, Durbin=TRUE, control=list(pre_eig=ev))
summary(COL.SDEM.eig)
COL.SDEM.eig <- errorsarlm(CRIME ~ DISCBD + INC + HOVAL, data=COL.OLD,
 lw, Durbin=~INC, control=list(pre_eig=ev))
summary(COL.SDEM.eig)
summary(impacts(COL.SDEM.eig))
NA.COL.OLD <- COL.OLD
NA.COL.OLD$CRIME[20:25] <- NA
COL.err.NA <- errorsarlm(CRIME ~ INC + HOVAL, data=NA.COL.OLD,
 nb2listw(COL.nb), na.action=na.exclude)
COL.err.NA$na.action
COL.err.NA
resid(COL.err.NA)
lw <- nb2listw(COL.nb, style="W")
print(system.time(ev <- eigenw(similar.listw(lw))))
print(system.time(COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, method="eigen", control=list(pre_eig=ev))))
ocoef <- coefficients(COL.errW.eig)
print(system.time(COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, method="eigen", control=list(pre_eig=ev, LAPACK=FALSE))))
print(all.equal(ocoef, coefficients(COL.errW.eig)))
print(system.time(COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, method="eigen", control=list(pre_eig=ev, compiled_sse=TRUE))))
print(all.equal(ocoef, coefficients(COL.errW.eig)))
print(system.time(COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, method="Matrix_J", control=list(super=TRUE))))
print(all.equal(ocoef, coefficients(COL.errW.eig)))
print(system.time(COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, method="Matrix_J", control=list(super=FALSE))))
print(all.equal(ocoef, coefficients(COL.errW.eig)))
print(system.time(COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, method="Matrix_J", control=list(super=as.logical(NA)))))
print(all.equal(ocoef, coefficients(COL.errW.eig)))
print(system.time(COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, method="Matrix", control=list(super=TRUE))))
print(all.equal(ocoef, coefficients(COL.errW.eig)))
print(system.time(COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, method="Matrix", control=list(super=FALSE))))
print(all.equal(ocoef, coefficients(COL.errW.eig)))
print(system.time(COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, method="Matrix", control=list(super=as.logical(NA)))))
print(all.equal(ocoef, coefficients(COL.errW.eig)))
if (require("spam", quietly=TRUE)) {
print(system.time(COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, method="spam", control=list(spamPivot="MMD"))))
print(all.equal(ocoef, coefficients(COL.errW.eig)))
print(system.time(COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, method="spam", control=list(spamPivot="RCM"))))
print(all.equal(ocoef, coefficients(COL.errW.eig)))
print(system.time(COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, method="spam_update", control=list(spamPivot="MMD"))))
print(all.equal(ocoef, coefficients(COL.errW.eig)))
print(system.time(COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 lw, method="spam_update", control=list(spamPivot="RCM"))))
print(all.equal(ocoef, coefficients(COL.errW.eig)))
}
columbus <- st_read(system.file("shapes/columbus.shp", package="spData")[1], quiet=TRUE)
col.gal.nb <- read.gal(system.file("weights/columbus.gal", package="spData")[1])
listw <- nb2listw(col.gal.nb)
ev <- eigenw(listw)
lobj <- lagsarlm(CRIME ~ INC + HOVAL, columbus, listw,
 control=list(pre_eig=ev))
summary(lobj)
mobj <- lagsarlm(CRIME ~ INC + HOVAL, columbus, listw, Durbin=TRUE,
 control=list(pre_eig=ev))
summary(mobj)
mobj1 <- lagsarlm(CRIME ~ INC + HOVAL, columbus, listw, Durbin= ~ INC,
 control=list(pre_eig=ev))
summary(mobj1)
W <- as(listw, "CsparseMatrix")
trMatc <- trW(W, type="mult")
trMC <- trW(W, type="MC")
set.seed(1)
impacts(lobj, listw=listw)
impacts(lobj, tr=trMatc)
impacts(lobj, tr=trMC)
impacts(lobj, evalues=ev)
library(coda)
lobjIQ5 <- impacts(lobj, tr=trMatc, R=200, Q=5)
summary(lobjIQ5, zstats=TRUE, short=TRUE)
summary(lobjIQ5, zstats=TRUE, short=TRUE, reportQ=TRUE)
impacts(mobj, listw=listw)
impacts(mobj, tr=trMatc)
impacts(mobj, tr=trMC)
impacts(mobj1, tr=trMatc)
impacts(mobj1, listw=listw)
cat(try(impacts(mobj, evalues=ev), silent=TRUE), "\n")
summary(impacts(mobj, tr=trMatc, R=200), short=TRUE, zstats=TRUE)
summary(impacts(mobj1, tr=trMatc, R=200), short=TRUE, zstats=TRUE)
#xobj <- lmSLX(CRIME ~ INC + HOVAL, columbus, listw)
#summary(impacts(xobj))
eobj <- errorsarlm(CRIME ~ INC + HOVAL, columbus, listw, etype="emixed")
summary(impacts(eobj), adjust_k=TRUE)
mobj1 <- lagsarlm(CRIME ~ INC + HOVAL, columbus, listw, type="mixed", 
method="Matrix", control=list(fdHess=TRUE))
summary(mobj1)
set.seed(1)
summary(impacts(mobj1, tr=trMatc, R=1000), zstats=TRUE, short=TRUE)
summary(impacts(mobj, tr=trMatc, R=1000), zstats=TRUE, short=TRUE)
mobj2 <- lagsarlm(CRIME ~ INC + HOVAL, columbus, listw, type="mixed", 
method="Matrix", control=list(fdHess=TRUE, optimHess=TRUE))
summary(impacts(mobj2, tr=trMatc, R=1000), zstats=TRUE, short=TRUE)
if (require("spam", quietly=TRUE)) {
mobj3 <- lagsarlm(CRIME ~ INC + HOVAL, columbus, listw, type="mixed", 
method="spam", control=list(fdHess=TRUE))
summary(impacts(mobj3, tr=trMatc, R=1000), zstats=TRUE, short=TRUE)
}
data(boston, package="spData")
Wb <- as(nb2listw(boston.soi), "CsparseMatrix")
trMatb <- trW(Wb, type="mult")
gp2mMi <- lagsarlm(log(CMEDV) ~ CRIM + ZN + INDUS + CHAS + I(NOX^2) + 
I(RM^2) +  AGE + log(DIS) + log(RAD) + TAX + PTRATIO + B + log(LSTAT), 
data=boston.c, nb2listw(boston.soi), type="mixed", method="Matrix", 
control=list(fdHess=TRUE), trs=trMatb)
summary(gp2mMi)
summary(impacts(gp2mMi, tr=trMatb, R=1000), zstats=TRUE, short=TRUE)
#data(house, package="spData")
#lw <- nb2listw(LO_nb)
#form <- formula(log(price) ~ age + I(age^2) + I(age^3) + log(lotsize) +
#   rooms + log(TLA) + beds + syear)
#lobj <- lagsarlm(form, house, lw, method="Matrix",
# control=list(fdHess=TRUE), trs=trMat)
#summary(lobj)
#loobj <- impacts(lobj, tr=trMat, R=1000)
#summary(loobj, zstats=TRUE, short=TRUE)
#lobj1 <- stsls(form, house, lw)
#loobj1 <- impacts(lobj1, tr=trMat, R=1000)
#summary(loobj1, zstats=TRUE, short=TRUE)
#mobj <- lagsarlm(form, house, lw, type="mixed",
# method="Matrix", control=list(fdHess=TRUE), trs=trMat)
#summary(mobj)
#moobj <- impacts(mobj, tr=trMat, R=1000)
#summary(moobj, zstats=TRUE, short=TRUE)
data(oldcol)
listw <- nb2listw(COL.nb, style="W")
ev <- eigenw(listw)
W <- as(listw, "CsparseMatrix")
trMatc <- trW(W, type="mult")
COL.lag.eig <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, listw=listw,
 method="eigen", quiet=FALSE, control=list(pre_eig=ev, OrdVsign=1))
summary(COL.lag.eig, correlation=TRUE)
COL.lag.eig$fdHess
COL.lag.eig$resvar
# using the apparent sign in Ord (1975, equation B.1) 
COL.lag.eigb <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, listw=listw,
 method="eigen", control=list(pre_eig=ev, OrdVsign=-1))
summary(COL.lag.eigb)
COL.lag.eigb$fdHess
COL.lag.eigb$resvar
# force numerical Hessian
COL.lag.eig1 <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 listw=listw, method="Matrix", control=list(small=25))
summary(COL.lag.eig1)
COL.lag.eig1$fdHess
# force LeSage & Pace (2008, p. 57) approximation 
COL.lag.eig1a <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 listw=listw, method="Matrix", control=list(small=25), trs=trMatc)
summary(COL.lag.eig1a)
COL.lag.eig1a$fdHess
COL.lag.eig$resvar[2,2]
# using the apparent sign in Ord (1975, equation B.1) 
COL.lag.eigb$resvar[2,2]
# force numerical Hessian
COL.lag.eig1$fdHess[1,1]
# force LeSage & Pace (2008, p. 57) approximation 
COL.lag.eig1a$fdHess[2,2]
system.time(COL.lag.M <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 nb2listw(COL.nb), method="Matrix", quiet=FALSE))
summary(COL.lag.M)
impacts(COL.lag.M, listw=nb2listw(COL.nb))
if (require("spam", quietly=TRUE)) {
system.time(COL.lag.sp <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 nb2listw(COL.nb), method="spam", quiet=FALSE))
summary(COL.lag.sp)
}
COL.lag.B <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 nb2listw(COL.nb, style="B"))
summary(COL.lag.B)
COL.mixed.B <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 nb2listw(COL.nb, style="B"), type="mixed", tol.solve=1e-9,
 control=list(pre_eig=ev))
summary(COL.mixed.B)
COL.mixed.W <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 listw, type="mixed",
 control=list(pre_eig=ev))
summary(COL.mixed.W)
COL.mixed.D00 <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 listw, Durbin=TRUE,
 control=list(pre_eig=ev))
summary(COL.mixed.D00)
COL.mixed.D01 <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 listw, Durbin=FALSE,
 control=list(pre_eig=ev))
summary(COL.mixed.D01)
COL.mixed.D1 <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 listw, Durbin= ~ INC + HOVAL,
 control=list(pre_eig=ev))
summary(COL.mixed.D1)
f <- CRIME ~ INC + HOVAL
COL.mixed.D2 <- lagsarlm(f, data=COL.OLD, listw,
 Durbin=as.formula(delete.response(terms(f))),
 control=list(pre_eig=ev))
summary(COL.mixed.D2)
COL.mixed.D1a <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 listw, Durbin= ~ INC,
 control=list(pre_eig=ev))
summary(COL.mixed.D1a)
try(COL.mixed.D1 <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 listw, Durbin= ~ inc + HOVAL,
 control=list(pre_eig=ev)))
try(COL.mixed.D1 <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 listw, Durbin= ~ DISCBD + HOVAL,
 control=list(pre_eig=ev)))
NA.COL.OLD <- COL.OLD
NA.COL.OLD$CRIME[20:25] <- NA
COL.lag.NA <- lagsarlm(CRIME ~ INC + HOVAL, data=NA.COL.OLD,
 nb2listw(COL.nb), na.action=na.exclude, 
 control=list(tol.opt=.Machine$double.eps^0.4))
COL.lag.NA$na.action
COL.lag.NA
resid(COL.lag.NA)
data(boston, package="spData")
gp2mM <- lagsarlm(log(CMEDV) ~ CRIM + ZN + INDUS + CHAS + I(NOX^2) + 
I(RM^2) +  AGE + log(DIS) + log(RAD) + TAX + PTRATIO + B + log(LSTAT), 
data=boston.c, nb2listw(boston.soi), type="mixed", method="Matrix")
summary(gp2mM)
W <- as(nb2listw(boston.soi), "CsparseMatrix")
trMatb <- trW(W, type="mult")
gp2mMi <- lagsarlm(log(CMEDV) ~ CRIM + ZN + INDUS + CHAS + I(NOX^2) + 
I(RM^2) +  AGE + log(DIS) + log(RAD) + TAX + PTRATIO + B + log(LSTAT), 
data=boston.c, nb2listw(boston.soi), type="mixed", method="Matrix", 
trs=trMatb)
summary(gp2mMi)
data(oldcol)
lw <- nb2listw(COL.nb)
COL.lag.eig <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, lw)

COL.mix.eig <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, lw,
  type="mixed")
print(p1 <- predict(COL.mix.eig))
#print(p2 <- predict(COL.mix.eig, newdata=COL.OLD, listw=lw, pred.type = "TS",
# legacy.mixed = TRUE))
AIC(COL.mix.eig)
sqrt(deviance(COL.mix.eig)/length(COL.nb))
sqrt(sum((COL.OLD$CRIME - as.vector(p1))^2)/length(COL.nb))
#sqrt(sum((COL.OLD$CRIME - as.vector(p2))^2)/length(COL.nb))

COL.err.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, lw)
AIC(COL.err.eig)
sqrt(deviance(COL.err.eig)/length(COL.nb))
sqrt(sum((COL.OLD$CRIME - as.vector(predict(COL.err.eig)))^2)/length(COL.nb))
#sqrt(sum((COL.OLD$CRIME - as.vector(predict(COL.err.eig, newdata=COL.OLD,
#  listw=lw, pred.type = "TS")))^2)/length(COL.nb))

COL.SDerr.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, lw,
 etype="emixed")
AIC(COL.SDerr.eig)
sqrt(deviance(COL.SDerr.eig)/length(COL.nb))
sqrt(sum((COL.OLD$CRIME - as.vector(predict(COL.SDerr.eig)))^2)/length(COL.nb))
#sqrt(sum((COL.OLD$CRIME - as.vector(predict(COL.SDerr.eig, newdata=COL.OLD,
#  listw=lw, pred.type = "TS")))^2)/length(COL.nb))

AIC(COL.lag.eig)
sqrt(deviance(COL.lag.eig)/length(COL.nb))
sqrt(sum((COL.OLD$CRIME - as.vector(predict(COL.lag.eig)))^2)/length(COL.nb))
#sqrt(sum((COL.OLD$CRIME - as.vector(predict(COL.lag.eig, newdata=COL.OLD,
#  listw=lw, pred.type = "TS")))^2)/length(COL.nb))

#p3 <- predict(COL.mix.eig, newdata=COL.OLD, listw=lw, pred.type = "TS",
# legacy=FALSE, legacy.mixed = TRUE)
#all.equal(p2, p3, check.attributes=FALSE)
#p4 <- predict(COL.mix.eig, newdata=COL.OLD, listw=lw, pred.type = "TS",
# legacy=FALSE, power=TRUE, legacy.mixed = TRUE)
#all.equal(p2, p4, check.attributes=FALSE)
#p5 <- predict(COL.mix.eig, newdata=COL.OLD, listw=lw, pred.type = "TS",
# legacy=TRUE, power=TRUE, legacy.mixed = TRUE)
#all.equal(p2, p5, check.attributes=FALSE)
data(oldcol)
listw <- nb2listw(COL.nb, style="W")
ev <- eigenw(listw)
COL.sacW.eig <- sacsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, listw,
 control=list(pre_eig1=ev, pre_eig2=ev))
summary(COL.sacW.eig)
W <- as(listw, "CsparseMatrix")
trMatc <- trW(W, type="mult")
set.seed(1)
summary(impacts(COL.sacW.eig, tr=trMatc, R=2000), zstats=TRUE, short=TRUE)
COL.msacW.eig <- sacsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, listw,
 type="sacmixed", control=list(pre_eig1=ev, pre_eig2=ev))
summary(COL.msacW.eig)
set.seed(1)
summary(impacts(COL.msacW.eig, tr=trMatc, R=2000), zstats=TRUE, short=TRUE)
COL.msacW1.eig <- sacsarlm(CRIME ~ INC + HOVAL, data=COL.OLD, listw,
 Durbin=TRUE, control=list(pre_eig1=ev, pre_eig2=ev))
summary(COL.msacW1.eig)
set.seed(1)
summary(impacts(COL.msacW1.eig, tr=trMatc, R=2000), zstats=TRUE, short=TRUE)
COL.msacW2.eig <- sacsarlm(CRIME ~ DISCBD + INC + HOVAL, data=COL.OLD, 
 listw, Durbin= ~ INC, control=list(pre_eig1=ev, pre_eig2=ev))
summary(COL.msacW2.eig)
summary(impacts(COL.msacW2.eig, tr=trMatc, R=2000), zstats=TRUE, short=TRUE)
data(oldcol)
COL.mix.eig <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 nb2listw(COL.nb), type="mixed", method="eigen")
summary(COL.mix.eig, correlation=TRUE, Nagelkerke=TRUE)
COL.mix.M <- lagsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
 nb2listw(COL.nb), type="mixed", method="Matrix")
summary(COL.mix.M, correlation=TRUE, Nagelkerke=TRUE)
COL.errW.eig <- errorsarlm(CRIME ~ INC + HOVAL, data=COL.OLD,
  nb2listw(COL.nb, style="W"), method="eigen")
summary(COL.errW.eig, correlation=TRUE, Nagelkerke=TRUE, Hausman=TRUE)
columbus <- st_read(system.file("shapes/columbus.shp", package="spData")[1], quiet=TRUE)
col.gal.nb <- read.gal(system.file("weights/columbus.gal", package="spData")[1])
listw <- nb2listw(col.gal.nb)
W <- as(listw, "CsparseMatrix")
system.time(trMat <- trW(W, type="mult"))
str(trMat)
set.seed(1100)
system.time(trMC <- trW(W, type="MC"))
str(trMC)
plot(trMat, trMC)
abline(a=0, b=1)
for(i in 3:length(trMC)) {
 segments(trMat[i], trMC[i]-2*attr(trMC, "sd")[i], trMat[i],
  trMC[i]+2*attr(trMC, "sd")[i])
}
listwS <- similar.listw(listw)
W <- Matrix::forceSymmetric(as(listwS, "CsparseMatrix"))
system.time(trmom <- trW(W, m=24, type="moments"))
str(trmom)
all.equal(trMat[1:24], trmom, check.attributes=FALSE)
system.time(trMat <- trW(W, m=24, type="mult"))
str(trMat)
all.equal(trMat, trmom, check.attributes=FALSE)
set.seed(1)
system.time(trMC <- trW(W, m=24, type="MC"))
str(trMC)
data(boston, package="spData")
listw <- nb2listw(boston.soi)
listwS <- similar.listw(listw)
system.time(trmom <- trW(listw=listwS, m=24, type="moments"))
str(trmom)
library(parallel)
nc <- detectCores(logical=FALSE)
# set nc to 1L here
if (nc > 1L) nc <- 1L
coresOpt <- get.coresOption()
invisible(set.coresOption(nc))
if(!get.mcOption()) {
  cl <- makeCluster(get.coresOption())
  set.ClusterOption(cl)
}

## End(Not run) #dontrun

spdep

Spatial Dependence: Weighting Schemes, Statistics

v1.1-11
GPL (>= 2)
Authors
Roger Bivand [cre, aut] (<https://orcid.org/0000-0003-2392-6140>), Micah Altman [ctb], Luc Anselin [ctb], Renato Assunção [ctb], Olaf Berke [ctb], Andrew Bernat [ctb], Guillaume Blanchet [ctb], Eric Blankmeyer [ctb], Marilia Carvalho [ctb], Bjarke Christensen [ctb], Yongwan Chun [ctb], Carsten Dormann [ctb], Stéphane Dray [ctb], Virgilio Gómez-Rubio [ctb], Martin Gubri [ctb], Rein Halbersma [ctb], Elias Krainski [ctb], Pierre Legendre [ctb], Nicholas Lewin-Koh [ctb], Angela Li [ctb], Hongfei Li [ctb], Jielai Ma [ctb], Abhirup Mallik [ctb, trl], Giovanni Millo [ctb], Werner Mueller [ctb], Hisaji Ono [ctb], Pedro Peres-Neto [ctb], Gianfranco Piras [ctb], Markus Reder [ctb], Jeff Sauer [ctb], Michael Tiefelsdorf [ctb], René Westerholt [ctb], Levi Wolf [ctb], Danlin Yu [ctb]
Initial release
2021-09-07

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