hspm: Heterogeneous Spatial Models

#' ##### Functions for spatial regimes ####
#' #' Estimation of spatial regime models
#' #' @name hspm
#' #' @param formula a symbolic description of the model.
#' #' @param data the data of class \code{data.frame}.
#' #' @param listw a spatial weighting matrix
#' #' @param listw2 an (optional) spatial weighting matrix for sarar models
#' #' @param rgv variable to identify the regimes
#' #' @param initial.value initial value for the spatial error parameter
#' #' @param wy_rg default \code{wy_rg = TRUE}, the lagged dependent variable varies for regime
#' #' @param model   one of ("sarar", "lag", "error", "ols")
#' #' @param het heteroskedastic variance-covariance matrix
#' #' @param step1.c use with error and sarar
#' #' @param control list of controls for the minimization
#' #'
#' #'
#' #' @details
#' #'
#' #' The model estimated is:
#' #'
#' #' \deqn{
#' #' y_{ij}= \mathbf{x_{ij,k}}\beta_j + \mathbf{Y_{ij,k}}\gamma_j + \epsilon
#' #' }
#' #' for i=1,..,n representing the sample observations, and j =1,..., J representing
#' #' the  regimes
#' #'
#' #'
#' #' @author Gianfranco Piras and Mauricio Sarrias
#' #' @return An object of class ``\code{lag_regimes}'', or \code{sarar_regimes}, or \code{error_regimes}
#' #' @import Matrix Formula sphet stats
#' #' @export
#'
#'
#' hspm <- function(formula, data = list(), listw, listw2 = NULL, rgv = NULL,
#'                       initial.value = NULL, wy_rg = FALSE, weps_rg = FALSE,
#'                       model = c("sarar", "lag", "error", "ols"), het = FALSE,
#'                       step1.c = FALSE, control = list()){
#'
#'
#'
#'
#'   cl = match.call()
#'   switch(match.arg(model),
#'          # sarar = sarargmm(formula = formula, data = data, listw = listw, listw2 = listw2, endog = endog,
#'          #                  instruments = instruments, lag.instr = lag.instr, initial.value = initial.value,
#'          #                  het = het, verbose = verbose, na.action = na.action,
#'          #                  step1.c = step1.c, control = control, HAC = HAC, cl = cl, Durbin = Durbin),
#'          lag = lag_regimes(formula = formula, data = data, listw = listw, rgv = rgv,
#'                       het = het, cl = cl, wy_rg = wy_rg),
#'          error = errorgmm(formula = formula, data = data, listw = listw,  rgv = rgv,
#'                           initial.value = initial.value, het = het,
#'                           step1.c = step1.c, control = control, cl = cl, weps_rg = weps_rg),
#'          ols = ols_regimes(formula = formula, data = data, listw = listw, rgv = rgv,
#'                            het = het, cl = cl),
#'          stop("Argument model incorrectly specified")
#'   )
#'
#' }
#'
#'
#'
#'
#'
#'
#'
#'