This function computes (or estimates) the trace of matrix (I-rho*W)^-1, which is often needed when computing impacts in some spatial econometrics models.
trIrhoWinv(W, rho, offset = 0, order = 20, direct = TRUE, Df = Matrix::Diagonal(nrow(W)))
Adjacency matrix. Usually, it is row-standardised.
Value of spatial autocorrelation parameter rho
.
Number of times (I-rho*W)^-1 is multiplied by W (for sdm model).
Order of Taylor expansion used in the approximation of the trace.
Use direct method, i.e., matrix multiplication, etc.
Diagonal matrix used to compute the impacts in the Probit model only used if direct=TRUE.
Numerica value.
This function computes the trace of (I-rho*W)^-1, which is later used to computed the impacts. This is an internal function.
LeSage and Page (2008) Bivand et al. (2013)