View source: R/gwr.morantest.R
gwr.morantest | R Documentation |
The function returns Leung et al. (2000) three moment approximation for Moran's I, for a gwr object calculated with argument hatmatrix=TRUE. This implementation should not be regarded as authoritative, as it involves assumptions about implied methods and about estimated degrees of freedom.
gwr.morantest(x, lw, zero.policy = FALSE)
x |
a |
lw |
a |
zero.policy |
if TRUE assign zero to the lagged value of zones without neighbours, if FALSE (default) assign NA |
a “htest” object with the results of testing the GWR residuals
Roger Bivand
Leung Y, Mei C-L, Zhang W-X 2000 Testing for spatial autocorrelation among the residuals of the geographically weighted regression, Environment and Planning A, 32, 871-890.
if (suppressWarnings(require(spData)) && suppressWarnings(require(spdep))) {
data(columbus, package="spData")
bw <- gwr.sel(CRIME ~ INC + HOVAL, data=columbus, coords=coords)
col0 <- gwr(CRIME ~ INC + HOVAL, data=columbus, coords=coords,
bandwidth=bw, hatmatrix=TRUE)
gwr.morantest(col0, nb2listw(col.gal.nb))
}
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