Estimation of Spatial Weight Matrices

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Documentation for package ‘estimateW’ version 0.0.1

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bbinompdf Probability density for a hierarchical prior setup for the elements of the adjacency matrix based on the beta binomial distribution
betapdf The four-parameter Beta probability density function
beta_priors Set prior specifications for the slope parameters
beta_sampler An R6 class for sampling slope parameters
covid Covid incidences data
logdetAinvUpdate Efficient update of the log-determinant and the matrix inverse
logdetPaceBarry Pace and Barry's log determinant approximation
normalgamma A Markov Chain Monte Carlo (MCMC) sampler for a linear panel model
plot.estimateW Graphical summary of the estimated adjacency matrix Omega
plot.sim_dgp Graphical summary of a generated spatial weight matrix
rho_priors Specify prior for the spatial autoregressive parameter and sampling settings
rho_sampler An R6 class for sampling the spatial autoregressive parameter rho
sar A Markov Chain Monte Carlo (MCMC) sampler for the panel spatial autoregressive model (SAR) with exogenous spatial weight matrix.
sarw A Markov Chain Monte Carlo (MCMC) sampler for the panel spatial autoregressive model (SAR) with unknown spatial weight matrix
sdm A Markov Chain Monte Carlo (MCMC) sampler for the panel spatial Durbin model (SDM) with exogenous spatial weight matrix.
sdmw A Markov Chain Monte Carlo (MCMC) sampler for the panel spatial Durbin model (SDM) with unknown spatial weight matrix
sigma_priors Set prior specification for the error variance using an inverse Gamma distribution
sigma_sampler An R6 class for sampling for sampling sigma^2
sim_dgp Simulating from a data generating process
slxw A Markov Chain Monte Carlo (MCMC) sampler for the panel spatial SLX model with unknown spatial weight matrix
W_priors Set prior specifications for the spatial weight matrix
W_sampler An R6 class for sampling the elements of W