buildH: Spatial dependence matrix of the factor loadings
In DIFM: Dynamic ICAR Spatiotemporal Factor Models
buildH R Documentation
Spatial dependence matrix of the factor loadings
Description
It computes the spatial covariance and precision matrix of the neighboring subregions using Intrinsice Autoregressive Conditional (ICAR) process.
Usage
buildH(areapoly, permutation = NA)
Arguments
areapoly
The polygon of the areas. We can obtain this through readOGR function from sp matrix.
permutation
Permutation order of the subregions
Details
The off-digonal values are -1 when two subregions are neighbors. Otherwise, we assign 0. The diagonal values are the sum of the values of its own row.
Value
A list of two matrices: Precision matrix H and the covariance matrix obtained through Moore-Penrose inverse of H.
DIFM documentation built on May 29, 2024, 3:37 a.m.
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| buildH | R Documentation |
Spatial dependence matrix of the factor loadings
Description
It computes the spatial covariance and precision matrix of the neighboring subregions using Intrinsice Autoregressive Conditional (ICAR) process.
Usage
buildH(areapoly, permutation = NA)
Arguments
areapoly |
The polygon of the areas. We can obtain this through |
permutation |
Permutation order of the subregions |
Details
The off-digonal values are -1 when two subregions are neighbors. Otherwise, we assign 0. The diagonal values are the sum of the values of its own row.
Value
A list of two matrices: Precision matrix H and the covariance matrix obtained through Moore-Penrose inverse of H.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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