spatialprobit (version 1.0.4)

sar_eigs: compute the eigenvalues for the spatial weight matrix W

Description

compute the eigenvalues \(\lambda\) for the spatial weight matrix \(W\) and lower and upper bound for parameter \(\rho\).

Usage

sar_eigs(eflag, W)

Value

function returns a list of

rmin

minimum value for \(\rho\). if eflag==1, then \(1/\lambda_{min}\) , else -1

rmax

maximum value for \(\rho\). Always 1.

time

execution time

Arguments

eflag

if eflag==1, then eigen values

W

spatial weight matrix

Author

James P. LeSage, Adapted to R by Miguel Godinho de Matos <[e-mail]>

Examples

set.seed(123)
# sparse matrix representation for spatial weight matrix W (d x d) 
# and m nearest neighbors
d <- 100
m <- 6
W <- sparseMatrix(i=rep(1:d, each=m), 
  j=replicate(d, sample(x=1:d, size=m, replace=FALSE)), x=1/m, dims=c(d, d))
sar_eigs(eflag=1, W)