do_ldet.RdThese functions are made available in the package namespace for other developers, and are not intended for users. They provide a shared infrastructure for setting up data for Jacobian computation, and then for caclulating the Jacobian, either exactly or approximately, in maximum likelihood fitting of spatial regression models. The techniques used are the exact eigenvalue, Cholesky decompositions (Matrix, spam), and LU ones, with Chebyshev and Monte Carlo approximations; moments use the methods due to Martin and Smirnov/Anselin.
do_ldet(coef, env, which=1)
jacobianSetup(method, env, con, pre_eig=NULL, trs=NULL, interval=NULL, which=1)
cheb_setup(env, q=5, which=1)
mcdet_setup(env, p=16, m=30, which=1)
eigen_setup(env, which=1)
eigen_pre_setup(env, pre_eig, which=1)
spam_setup(env, pivot="MMD", which=1)
spam_update_setup(env, in_coef=0.1, pivot="MMD", which=1)
Matrix_setup(env, Imult, super=as.logical(NA), which=1)
Matrix_J_setup(env, super=FALSE, which=1)
LU_setup(env, which=1)
LU_prepermutate_setup(env, coef=0.1, order=FALSE, which=1)
moments_setup(env, trs=NULL, m, p, type="MC", correct=TRUE, trunc=TRUE, eq7=TRUE, which=1)
SE_classic_setup(env, SE_method="LU", p=16, m=30, nrho=200, interpn=2000,
interval=c(-1,0.999), SElndet=NULL, which=1)
SE_whichMin_setup(env, SE_method="LU", p=16, m=30, nrho=200, interpn=2000,
interval=c(-1,0.999), SElndet=NULL, which=1)
SE_interp_setup(env, SE_method="LU", p=16, m=30, nrho=200,
interval=c(-1,0.999), which=1)
can.be.simmed(listw)spatial coefficient value
environment containing pre-computed objects, fixed after assignment in setup functions
default 1; if 2, use second listw object
string value, used by jacobianSetup to choose method
control list passed from model fitting function and parsed in jacobianSetup to set environment variables for method-specific setup
pre-computed eigenvalues of length n
Chebyshev approximation order; default in calling spdep functions is 5, here it cannot be missing and does not have a default
Monte Carlo approximation number of random normal variables; default calling spdep functions is 16, here it cannot be missing and does not have a default
Monte Carlo approximation number of series terms; default in calling spdep functions is 30, here it cannot be missing and does not have a default; m serves the same purpose in the moments method
default “MMD”, may also be “RCM” for Cholesky decompisition using spam
fill-in initiation coefficient value, default 0.1
see Cholesky; numeric scalar which defaults to zero. The matrix that is decomposed is A+m*I where m is the value of Imult and I is the identity matrix of order ncol(A). Default in calling spdep functions is 2, here it cannot be missing and does not have a default, but is rescaled for binary weights matrices in proportion to the maximim row sum in those calling functions
see Cholesky; logical scalar indicating is a supernodal decomposition should be created. The alternative is a simplicial decomposition. Default in calling spdep functions is FALSE for “Matrix_J” and as.logical(NA) for “Matrix”. Setting it to NA leaves the choice to a CHOLMOD-internal heuristic
default FALSE; used in LU_prepermutate, note warnings given for lu method
A numeric vector of m traces, as from trW
moments trace type, see trW
default TRUE: use Smirnov correction term, see trW
default TRUE: truncate Smirnov correction term, see trW
default TRUE; use equation 7 in Smirnov and Anselin (2009), if FALSE no unit root correction
default “LU”, alternatively “MC”; underlying lndet method to use for generating SE toolbox emulation grid
default 200, number of lndet values in first stage SE toolbox emulation grid
default c(-1,0.999) if interval argument NULL, bounds for SE toolbox emulation grid
default 2000, number of lndet values to interpolate in second stage SE toolbox emulation grid
default NULL, used to pass a pre-computed two-column matrix of coefficient values and corresponding interpolated lndet values
a spatial weights object
Since environments are containers in the R workspace passed by reference rather than by value, they are useful for passing objects to functions called in numerical optimisation, here for the maximum likelihood estimation of spatial regression models. This technique can save a little time on each function call, balanced against the need to access the objects in the environment inside the function. The environment should contain a family string object either “SAR”, “CAR” or “SMA” (used in do_ldet to choose spatial moving average in spautolm, and these specific objects before calling the set-up functions:
Classical Ord eigenvalue computations - either:
A listw spatial weights object
logical scalar: can the spatial weights be made symmetric by similarity
logical scalar: legacy report print control, for historical reasons only
or:
pre-computed eigenvalues
and assigns to the environment:
a vector of eigenvalues
the search interval for the spatial coefficient
string: “eigen”
Sparse matrix pre-computed Cholesky decomposition with fast updating:
A listw spatial weights object
logical scalar: can the spatial weights be made symmetric by similarity
and assigns to the environment:
Standard Cholesky decomposition without updating:
A listw spatial weights object
logical scalar: can the spatial weights be made symmetric by similarity
number of spatial objects
and assigns to the environment:
sparse spatial weights matrix
sparse identity matrix
the value of the super argument
string: “Matrix_J”
Standard Cholesky decomposition without updating:
A listw spatial weights object
logical scalar: can the spatial weights be made symmetric by similarity
number of spatial objects
and assigns to the environment:
sparse spatial weights matrix
sparse identity matrix
string --- pivot method
string: “spam”
Pre-computed Cholesky decomposition with updating:
A listw spatial weights object
logical scalar: can the spatial weights be made symmetric by similarity
number of spatial objects
and assigns to the environment:
sparse spatial weights matrix
sparse identity matrix
A Cholesky decomposition for updating
string: “spam”
Standard LU decomposition without updating:
A listw spatial weights object
number of spatial objects
and assigns to the environment:
sparse spatial weights matrix
sparse identity matrix
string: “LU”
Standard LU decomposition with updating (pre-computed fill-reducing permutation):
A listw spatial weights object
number of spatial objects
and assigns to the environment:
sparse spatial weights matrix
order argument to lu
2-column matrix for row and column permutation for fill-reduction
sparse identity matrix
string: “LU”
Monte Carlo approximation:
A listw spatial weights object
and assigns to the environment:
list of Monte Carlo approximation terms (the first two simulated traces are replaced by their analytical equivalents)
sparse spatial weights matrix
string: “MC”
Chebyshev approximation:
A listw spatial weights object
and assigns to the environment:
vector of Chebyshev approximation terms
sparse spatial weights matrix
string: “Chebyshev”
moments approximation:
A listw spatial weights object
logical scalar: can the spatial weights be made symmetric by similarity
and assigns to the environment:
vector of traces, possibly approximated
integer vector of length 2, unit roots terms, ignored until 0.5-52
logical scalar: use equation 7
logical scalar: use Smirnov correction term
logical scalar: truncate Smirnov correction term
string: “moments”
:
A listw spatial weights object
number of spatial objects
and assigns to the environment:
two column matrix of lndet grid values
string: “SE_classic”
string: “LU” or “MC”
:
A listw spatial weights object
number of spatial objects
and assigns to the environment:
two column matrix of lndet grid values
string: “SE_whichMin”
string: “LU” or “MC”
:
A listw spatial weights object
number of spatial objects
and assigns to the environment:
fitted spline object from which to predict lndet values
string: “SE_interp”
string: “LU” or “MC”
Some set-up functions may also assign similar to the environment if the weights were made symmetric by similarity.
Three set-up functions emulate the behaviour of the Spatial Econometrics toolbox (March 2010) maximum likelihood lndet grid performance. The toolbox lndet functions compute a smaller number of lndet values for a grid of coefficient values (spacing 0.01), and then interpolate to a finer grid of values (spacing 0.001). “SE_classic”, which is an implementation of the SE toolbox code, for example in f_sar.m, appears to have selected a row in the grid matrix one below the correct row when the candidate coefficient value was between 0.005 and 0.01-fuzz, always rounding the row index down. A possible alternative is to choose the index that is closest to the candidate coefficient value (“SE_whichMin”). Another alternative is to fit a spline model to the first stage coarser grid, and pass this fitted model to the log likelihood function to make a point prediction using the candidate coefficient value, rather than finding the grid index (“SE_interp”).
do_ldet returns the value of the Jacobian for the calculation method recorded in the environment argument, and for the Monte Carlo approximation, returns a measure of the spread of the approximation as an “sd” attribute; the remaining functions modify the environment in place as a side effect and return nothing.
LeSage J and RK Pace (2009) Introduction to Spatial Econometrics. CRC Press, Boca Raton, pp. 77--110.
Bivand, R. S., Hauke, J., and Kossowski, T. (2013). Computing the Jacobian in Gaussian spatial autoregressive models: An illustrated comparison of available methods. Geographical Analysis, 45(2), 150-179.
data(boston, package="spData")
#require("spdep", quietly=TRUE)
lw <- spdep::nb2listw(boston.soi)
can.sim <- can.be.simmed(lw)
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("can.sim", can.sim, envir=env)
assign("similar", FALSE, envir=env)
assign("verbose", FALSE, envir=env)
assign("family", "SAR", envir=env)
eigen_setup(env)
get("similar", envir=env)
#> [1] TRUE
do_ldet(0.5, env)
#> [1] -18.26702
rm(env)
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("can.sim", can.sim, envir=env)
assign("similar", FALSE, envir=env)
assign("verbose", FALSE, envir=env)
assign("family", "SAR", envir=env)
assign("n", length(boston.soi), envir=env)
eigen_pre_setup(env, pre_eig=eigenw(similar.listw(lw)))
do_ldet(0.5, env)
#> [1] -18.26702
rm(env)
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("can.sim", can.sim, envir=env)
assign("similar", FALSE, envir=env)
assign("family", "SAR", envir=env)
assign("n", length(boston.soi), envir=env)
Matrix_setup(env, Imult=2, super=FALSE)
get("similar", envir=env)
#> [1] TRUE
do_ldet(0.5, env)
#> [1] -18.26702
rm(env)
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("n", length(boston.soi), envir=env)
assign("can.sim", can.sim, envir=env)
assign("similar", FALSE, envir=env)
assign("family", "SAR", envir=env)
spam_setup(env)
get("similar", envir=env)
#> [1] TRUE
do_ldet(0.5, env)
#> [1] -18.26702
#> attr(,"logarithm")
#> [1] TRUE
rm(env)
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("n", length(boston.soi), envir=env)
assign("similar", FALSE, envir=env)
assign("family", "SAR", envir=env)
LU_setup(env)
get("similar", envir=env)
#> [1] FALSE
do_ldet(0.5, env)
#> [1] -18.26702
rm(env)
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("n", length(boston.soi), envir=env)
assign("similar", FALSE, envir=env)
assign("family", "SAR", envir=env)
LU_prepermutate_setup(env)
get("similar", envir=env)
#> [1] FALSE
do_ldet(0.5, env)
#> [1] -18.26702
rm(env)
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("similar", FALSE, envir=env)
assign("family", "SAR", envir=env)
cheb_setup(env, q=5)
get("similar", envir=env)
#> [1] FALSE
do_ldet(0.5, env)
#> [1] -18.26176
rm(env)
env <- new.env(parent=globalenv())
assign("listw", lw, envir=env)
assign("n", length(boston.soi), envir=env)
assign("similar", FALSE, envir=env)
assign("family", "SAR", envir=env)
set.seed(12345)
mcdet_setup(env, p=16, m=30)
get("similar", envir=env)
#> [1] FALSE
do_ldet(0.5, env)
#> [1] -18.38606
#> attr(,"sd")
#> [1] 0.2045107
rm(env)