gwr.montecarlo: Monte Carlo (randomisation) test for significance of GWR...

In GWmodel: Geographically-Weighted Models

Monte Carlo (randomisation) test for significance of GWR parameter variability

Description

This function implements a Monte Carlo (randomisation) test to test for significant (spatial) variability of a GWR model's parameters or coefficients.

Usage

gwr.montecarlo(formula, data = list(),nsims=99, kernel="bisquare",adaptive=F, bw,
                         p=2, theta=0, longlat=F,dMat)

Arguments

formula	Regression model formula of a formula object
data	a Spatial*DataFrame, i.e. SpatialPointsDataFrame or SpatialPolygonsDataFrame as defined in package sp
nsims	the number of randomisations
kernel	function chosen as follows: gaussian: wgt = exp(-.5*(vdist/bw)^2); exponential: wgt = exp(-vdist/bw); bisquare: wgt = (1-(vdist/bw)^2)^2 if vdist < bw, wgt=0 otherwise; tricube: wgt = (1-(vdist/bw)^3)^3 if vdist < bw, wgt=0 otherwise; boxcar: wgt=1 if dist < bw, wgt=0 otherwise
adaptive	if TRUE calculate an adaptive kernel where the bandwidth (bw) corresponds to the number of nearest neighbours (i.e. adaptive distance); default is FALSE, where a fixed kernel is found (bandwidth is a fixed distance)
bw	bandwidth used in the weighting function, possibly calculated by bw.gwr
p	the power of the Minkowski distance, default is 2, i.e. the Euclidean distance
theta	an angle in radians to rotate the coordinate system, default is 0
longlat	if TRUE, great circle distances will be calculated
dMat	a pre-specified distance matrix, it can be calculated by the function gw.dist

Value

pmat	A vector containing p-values for all the GWR parameters

Note

The function “montecarlo.gwr” (in the early versions of GWmodel) has been renamed as “gwr.montecarlo”, while the old name is still kept valid.

Author(s)

Binbin Lu [e-mail]

References

Brunsdon C, Fotheringham AS, Charlton ME (1998) Geographically weighted regression - modelling spatial non-stationarity. Journal of the Royal Statistical Society, Series D-The Statistician 47(3):431-443

Fotheringham S, Brunsdon, C, and Charlton, M (2002), Geographically Weighted Regression: The Analysis of Spatially Varying Relationships, Chichester: Wiley.

Charlton, M, Fotheringham, S, and Brunsdon, C (2007), GWR3.0.

Examples

## Not run: 
data(LondonHP)
DM<-gw.dist(dp.locat=coordinates(londonhp))
bw<-bw.gwr(PURCHASE~FLOORSZ,data=londonhp,dMat=DM, kernel="gaussian")
#See any difference in the next two commands and why?
res.mont1<-gwr.montecarlo(PURCHASE~PROF+FLOORSZ, data = londonhp,dMat=DM,
nsim=99, kernel="gaussian", adaptive=FALSE, bw=3000)
res.mont2<-gwr.montecarlo(PURCHASE~PROF+FLOORSZ, data = londonhp,dMat=DM,
nsim=99, kernel="gaussian", adaptive=FALSE, bw=300000000000)

## End(Not run)

GWmodel documentation built on July 9, 2023, 5:52 p.m.