prep_sar_data: Prepare data for a simultaneous autoregressive (SAR) model

In geostan: Bayesian Spatial Analysis

Prepare data for a simultaneous autoregressive (SAR) model

Description

Given a spatial weights matrix W, this function prepares data for the simultaneous autoregressive (SAR) model (a.k.a spatial error model (SEM)) in Stan. This is used internally by stan_sar, and may also be used for building custom SAR models in Stan.

Usage

prep_sar_data(W, quiet = FALSE)

Arguments

W	Spatial weights matrix, typically row-standardized.
quiet	Controls printing behavior. By default, quiet = FALSE and the range of permissible values for the spatial dependence parameter is printed to the console.

Details

This is used internally to prepare data for stan_sar models. It can also be helpful for fitting custom SAR models in Stan (outside of geostan), as described in the geostan vignette on custom spatial models.

Value

Return's a list of data required as input for geostan's SAR models, as implemented in Stan. The list contains:

ImW_w

Numeric vector containing the non-zero elements of matrix (I - W).

ImW_v

An integer vector containing the column indices of the non-zero elements of (I - W).

ImW_u

An integer vector indicating where in ImW_w a given row's non-zero values start.

nImW_w

Number of entries in ImW_w.

Widx

Integer vector containing the indices corresponding to values of -W in ImW_w (i.e. non-diagonal entries of (I-W)).

nW

Integer length of Widx.

eigenvalues_w

Eigenvalues of W matrix.

n

Number of rows in W.

W

Sparse matrix representation of W

rho_min

Minimum permissible value of \rho (1/min(eigenvalues_w)).

rho_max

Maximum permissible value of \rho (1/max(eigenvalues_w).

The function will also print the range of permissible \rho values to the console (unless quiet = TRUE).

See Also

shape2mat, stan_sar, prep_car_data, prep_icar_data

Examples

data(georgia)
W <- shape2mat(georgia, "W")
sar_dl <- prep_sar_data(W)

geostan documentation built on April 3, 2025, 10:04 p.m.