W_sampler {estimateW} | R Documentation |
An R6 class for sampling the elements of W
Description
An R6 class for sampling the elements of W
An R6 class for sampling the elements of W
Format
An R6Class
generator object
Details
This class samples the spatial weight matrix. Use the function W_priors class for setup.
The sampling procedure relies on conditional Bernoulli posteriors outlined in Krisztin and Piribauer (2022).
Public fields
W_prior
The current
W_priors
curr_w
numeric, non-negative
n
byn
spatial weight matrix with zeros on the main diagonal. Depending on theW_priors
settings can be symmetric and/or row-standardized.curr_W
binary
n
byn
spatial connectivity matrix\Omega
curr_A
The current spatial projection matrix
I - \rho W
.curr_AI
The inverse of
curr_A
curr_logdet
The current log-determinant of
curr_A
curr_rho
single number between -1 and 1 or NULL, depending on whether the sampler updates the spatial autoregressive parameter
\rho
. Set while invokinginitialize
or using the functionset_rho
.
Methods
Public methods
Method new()
Usage
W_sampler$new(W_prior, curr_rho = NULL)
Arguments
W_prior
The list returned by
W_priors
curr_rho
optional single number between -1 and 1. Value of the spatial autoregressive parameter
\rho
. Defaults to NULL, in which case no updates of the log-determinant, the spatial projection matrix, and its inverse are carried out.
Method set_rho()
If the spatial autoregressive parameter \rho
is updated during the sampling procedure the log determinant, the
spatial projection matrix I - \rho W
and it's inverse must be updated. This function should be
used for a consistent update. At least the new scalar value for \rho
must be supplied.
Usage
W_sampler$set_rho(new_rho, newLogdet = NULL, newA = NULL, newAI = NULL)
Arguments
new_rho
single, number; must be between -1 and 1.
newLogdet
An optional value for the log determinant corresponding to
newW
andcurr_rho
newA
An optional value for the spatial projection matrix using
newW
andcurr_rho
newAI
An optional value for the matrix inverse of
newA
Method sample()
Usage
W_sampler$sample(Y, curr_sigma, mu, lag_mu = matrix(0, nrow(tY), ncol(tY)))
Arguments
Y
The
n
bytt
matrix of responsescurr_sigma
The variance parameter
\sigma^2
mu
The
n
bytt
matrix of means.lag_mu
n
bytt
matrix of means that will be spatially lagged with the estimatedW
. Defaults to a matrix with zero elements.
References
Krisztin, T., and Piribauer, P. (2022) A Bayesian approach for the estimation of weight matrices in spatial autoregressive models. Spatial Economic Analysis, 1-20.