sar_eigs: compute the eigenvalues for the spatial weight matrix W

In spatialprobit: Spatial Probit Models

compute the eigenvalues for the spatial weight matrix W

Description

compute the eigenvalues \lambda for the spatial weight matrix W and lower and upper bound for parameter \rho.

Usage

sar_eigs(eflag, W)

Arguments

eflag	if eflag==1, then eigen values
W	spatial weight matrix

Value

function returns a list of

rmin	minimum value for \rho. if eflag==1, then 1/\lambda_{min} , else -1
rmax	maximum value for \rho. Always 1.
time	execution time

Author(s)

James P. LeSage, Adapted to R by Miguel Godinho de Matos <[e-mail]>

Examples

set.seed(123)
# sparse matrix representation for spatial weight matrix W (d x d) 
# and m nearest neighbors
d <- 100
m <- 6
W <- sparseMatrix(i=rep(1:d, each=m), 
  j=replicate(d, sample(x=1:d, size=m, replace=FALSE)), x=1/m, dims=c(d, d))
sar_eigs(eflag=1, W)    

spatialprobit documentation built on Aug. 22, 2023, 9:09 a.m.