Package: spmixW 0.2.2

spmixW: Bayesian Spatial Panel Data Models with Convex Combinations of Weight Matrices

Bayesian Markov chain Monte Carlo (MCMC) estimation of spatial panel data models including Spatial Autoregressive (SAR), Spatial Durbin Model (SDM), Spatial Error Model (SEM), Spatial Durbin Error Model (SDEM), and Spatial Lag of X (SLX) specifications with fixed effects. Supports convex combinations of multiple spatial weight matrices and Bayesian Model Averaging (BMA) over subsets of weight matrices. Implements the convex combination spatial weight matrix methodology of Debarsy and LeSage (2021) <doi:10.1080/07350015.2020.1840993> and the Bayesian spatial panel data models of LeSage and Pace (2009, ISBN:9781420064247).

Authors:Mustapha Wasseja Mohammed [aut, cre]

spmixW_0.2.2.tar.gz
spmixW_0.2.2.zip(r-4.7)spmixW_0.2.2.zip(r-4.6)spmixW_0.2.2.zip(r-4.5)
spmixW_0.2.2.tgz(r-4.6-any)spmixW_0.2.2.tgz(r-4.5-any)
spmixW_0.2.2.tar.gz(r-4.7-any)spmixW_0.2.2.tar.gz(r-4.6-any)
spmixW_0.2.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
spmixW/json (API)

# Install 'spmixW' in R:
install.packages('spmixW', repos = c('https://muswaseja92.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 509 downloads 29 exports 4 dependencies

Last updated from:7fbf8f6202. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK377
source / vignettesOK207
linux-release-x86_64OK379
macos-release-arm64OK290
macos-oldrel-arm64OK389
windows-develOK439
windows-releaseOK395
windows-oldrelOK471
wasm-releaseOK112

Exports:compare_modelsdemean_paneleval_taylor_lndetglance.spmixWglance.spmixW_bmalmarginal_panellog_det_exactlog_det_mclog_det_taylormake_knwmodel_probsnormwols_panelsar_conv_bmasar_conv_panelsar_panelsdem_conv_bmasdem_conv_panelsdem_panelsdm_conv_bmasdm_conv_panelsdm_panelsem_conv_panelsem_panelsimulate_panelslx_panelspmodeltidy.spmixWtidy.spmixW_bma

Dependencies:codalatticeMASSMatrix

Readme and manuals

Help Manual

Help pageTopics
Coefficient Extractor for spmixW Objectscoef.spmixW
Coefficient Extractor for spmixW_bma Objectscoef.spmixW_bma
Compare Spatial Panel Model Specificationscompare_models
Panel Demeaning for Fixed Effectsdemean_panel
Evaluate Taylor Series Log-Determinant at Given (rho, gamma)eval_taylor_lndet
Glance Method for spmixW Objectsglance.spmixW
Glance Method for spmixW_bma Objectsglance.spmixW_bma
Log-Marginal Likelihoods for Static Spatial Panel Modelslmarginal_panel
Exact Log-Determinant via Eigenvalueslog_det_exact
Monte Carlo Log-Determinant Approximation (Pace-Barry 1999)log_det_mc
Taylor Series Log-Determinant for Convex Combination of Weight Matriceslog_det_taylor
Log-Likelihood for spmixW ObjectslogLik.spmixW
Create k-Nearest-Neighbours Spatial Weight Matrixmake_knw
Posterior Model Probabilities from Log-Marginal Likelihoodsmodel_probs
Row-Normalise a Spatial Weight Matrixnormw
Bayesian OLS Panel Model with Fixed Effectsols_panel
Plot Method for spmixW Objectsplot.spmixW
Plot Method for spmixW_bma Objectsplot.spmixW_bma
Print Method for spmixW Objectsprint.spmixW
Print Method for spmixW_bma Objectsprint.spmixW_bma
Bayesian Model Averaging for SAR Convex Combination Panelsar_conv_bma
Bayesian SAR Panel with Convex Combination of Weight Matricessar_conv_panel
Bayesian SAR Panel Model with Fixed Effectssar_panel
Bayesian Model Averaging for SDEM Convex Combination Panelsdem_conv_bma
Bayesian SDEM Panel with Convex Combination of Weight Matricessdem_conv_panel
Bayesian SDEM Panel Model with Fixed Effectssdem_panel
Bayesian Model Averaging for SDM Convex Combination Panelsdm_conv_bma
Bayesian SDM Panel with Convex Combination of Weight Matricessdm_conv_panel
Bayesian SDM Panel Model with Fixed Effectssdm_panel
Bayesian SEM Panel with Convex Combination of Weight Matricessem_conv_panel
Bayesian SEM Panel Model with Fixed Effectssem_panel
Simulate Spatial Panel Datasimulate_panel
Bayesian SLX Panel Model with Fixed Effectsslx_panel
Formula-Based Entry Point for Spatial Panel Modelsspmodel
Summary Method for spmixW Objectssummary.spmixW
Summary Method for spmixW_bma Objectssummary.spmixW_bma
Tidy Method for spmixW Objectstidy.spmixW
Tidy Method for spmixW_bma Objectstidy.spmixW_bma