trIrhoWinv: Compute trace of (I-rho*W)^{-1} matrix

In INLABMA: Bayesian Model Averaging with INLA

Compute trace of (I-rho*W)^{-1} matrix

Description

This function computes (or estimates) the trace of matrix (I-rho*W)^{-1}, which is often needed when computing impacts in some spatial econometrics models.

Usage

trIrhoWinv(W, rho, offset = 0, order = 20, direct = TRUE, Df = Matrix::Diagonal(nrow(W)))

Arguments

W	Adjacency matrix. Usually, it is row-standardised.
rho	Value of spatial autocorrelation parameter rho.
offset	Number of times (I-rho*W)^{-1} is multiplied by W (for sdm model).
order	Order of Taylor expansion used in the approximation of the trace.
direct	Use direct method, i.e., matrix multiplication, etc.
Df	Diagonal matrix used to compute the impacts in the Probit model only used if direct=TRUE.

Details

This function computes the trace of (I-rho*W)^{-1}, which is later used to computed the impacts. This is an internal function.

Value

Numerica value.

Author(s)

Virgilio Gómez-Rubio <[e-mail]>

References

LeSage and Page (2008) Bivand et al. (2013)

See Also

sem.inla, slm.inla, sdm.inla

INLABMA documentation built on Nov. 18, 2023, 5:13 p.m.