gwl_bw_estimation: Bandwidth estimation for Geographically Weighted Lasso

In GWlasso: Geographically Weighted Lasso

Bandwidth estimation for Geographically Weighted Lasso

Description

This function performs a bruteforce selection of the optimal bandwidth for the selected kernel to perform a geographically weighted lasso. The user should be aware that this function could be really long to run depending of the settings. We recommend starting with nbw = 5 and nfolds = 5 at first to ensure that the function is running properly and producing the desired output.

Usage

gwl_bw_estimation(
  x.var,
  y.var,
  dist.mat,
  adaptive = TRUE,
  adptbwd.thresh = 0.1,
  kernel = "bisquare",
  alpha = 1,
  progress = TRUE,
  nbw = 100,
  nfolds = 5
)

Arguments

x.var	input matrix, of dimension nobs x nvars; each row is an observation vector. x should have 2 or more columns.
y.var	response variable for the lasso
dist.mat	a distance matrix. can be generated by compute_distance_matrix()
adaptive	TRUE or FALSE Whether to perform an adaptive bandwidth search or not. A fixed bandwidth means that than samples are selected if they fit a determined fixed radius around a location. in a aptative bandwidth , the radius around a location varies to gather a fixed number of samples around the investigated location
adptbwd.thresh	the lowest fraction of samples to take into account for local regression. Must be 0 < adptbwd.thresh < 1
kernel	the geographical kernel shape to compute the weight. passed to GWmodel::gw.weight() Can be gaussian, exponential, bisquare, tricube, boxcar
alpha	the elasticnet mixing parameter. set 1 for lasso, 0 for ridge. see glmnet::glmnet()
progress	if TRUE, print a progress bar
nbw	the number of bandwidth to test
nfolds	the number f folds for the glmnet cross validation

Value

a gwlest object. It is a list with rmspe (the RMSPE of the model with the associated badwidth), NA (the number of NA in the dataset), bw (the optimal bandwidth), bwd.vec (the vector of tested bandwidth)

References

A. Comber and P. Harris. Geographically weighted elastic net logistic regression (2018). Journal of Geographical Systems, vol. 20, no. 4, pages 317–341. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s10109-018-0280-7")}.

Examples

predictors <- matrix(data = rnorm(2500), 50,50)
y_value <- sample(1:1000, 50)
coords <- data.frame("Lat" = rnorm(50), "Long" = rnorm(50))
distance_matrix <- compute_distance_matrix(coords)


  myst.est <- gwl_bw_estimation(x.var = predictors, 
                                y.var = y_value,
                                dist.mat = distance_matrix,
                                adaptive = TRUE,
                                adptbwd.thresh = 0.5,
                                kernel = "bisquare",
                                alpha = 1,
                                progress = TRUE,
                                n=10,
                                nfolds = 5)
  
  
  myst.est
  

GWlasso documentation built on April 3, 2025, 7:08 p.m.