prep_sar_data {geostan} | R Documentation |
Prepare data for a simultaneous autoregressive (SAR) model
Description
Given a spatial weights matrix W
, this function prepares data for the simultaneous autoregressive (SAR) model (a.k.a spatial error model (SEM)) in Stan. This is used internally by stan_sar
, and may also be used for building custom SAR models in Stan.
Usage
prep_sar_data(W, quiet = FALSE)
Arguments
W |
Spatial weights matrix, typically row-standardized. |
quiet |
Controls printing behavior. By default, |
Details
This is used internally to prepare data for stan_sar
models. It can also be helpful for fitting custom SAR models in Stan (outside of geostan
), as described in the geostan vignette on custom spatial models.
Value
Return's a list of data required as input for geostan's SAR models, as implemented in Stan. The list contains:
- ImW_w
Numeric vector containing the non-zero elements of matrix
(I - W)
.- ImW_v
An integer vector containing the column indices of the non-zero elements of
(I - W)
.- ImW_u
An integer vector indicating where in
ImW_w
a given row's non-zero values start.- nImW_w
Number of entries in
ImW_w
.- Widx
Integer vector containing the indices corresponding to values of
-W
inImW_w
(i.e. non-diagonal entries of(I-W)
).- nW
Integer length of
Widx
.- eigenvalues_w
Eigenvalues of
W
matrix.- n
Number of rows in
W
.- W
Sparse matrix representation of
W
- rho_min
Minimum permissible value of
\rho
(1/min(eigenvalues_w)
).- rho_max
Maximum permissible value of
\rho
(1/max(eigenvalues_w)
.
The function will also print the range of permissible \rho
values to the console (unless quiet = TRUE
).
See Also
shape2mat, stan_sar, prep_car_data, prep_icar_data
Examples
data(georgia)
W <- shape2mat(georgia, "W")
sar_dl <- prep_sar_data(W)