sar_eigs function

compute the eigenvalues for the spatial weight matrix W

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

sar_eigs(eflag, W)

Arguments

• eflag: if eflag==1, then eigen values
• W: spatial weight matrix

Returns

function returns a list of - rmin: minimum value for $rho$. if eflag==1, then $1/min(lambda)$ , else -1

• rmax: maximum value for $rho$. Always 1.

• time: execution time

Author(s)

James P. LeSage, Adapted to R by Miguel Godinho de Matos miguelgodinhomatos@cmu.edu

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)