Spatial weights matrix eigenvalues

Description

The function returns a numeric vector of eigenvalues of the weights matrix generated from the spatial weights object listw. The eigenvalues are used to speed the computation of the Jacobian in spatial SAR model estimation:

\log(\det[I - ρ W]) = \log∏_{i=1}^{n}(1 - ρ λ_i)

where W is the n by n spatial weights matrix, and lambda[i] are the eigenvalues of W.

Usage

eigenw(listw, quiet=NULL)

Arguments

Value

a numeric vector of eigenvalues of the weights matrix generated from the spatial weights object listw.

Author(s)

Roger Bivand Roger.Bivand@nhh.no

References

Cliff, A. D., Ord, J. K. 1981 Spatial processes, Pion, p. 155; Ord, J. K. 1975 Estimation methods for models of spatial interaction, Journal of the American Statistical Association, 70, 120-126.

See Also

eigen

Examples

data(oldcol)
W.eig <- eigenw(nb2listw(COL.nb, style="W"))
1/range(W.eig)
S.eig <- eigenw(nb2listw(COL.nb, style="S"))
1/range(S.eig)
B.eig <- eigenw(nb2listw(COL.nb, style="B"))
1/range(B.eig)
# cases for intrinsically asymmetric weights
crds <- cbind(COL.OLD$X, COL.OLD$Y)
k6 <- knn2nb(knearneigh(crds, k=6))
is.symmetric.nb(k6)
k6eig <- eigenw(nb2listw(k6, style="W"))
is.complex(k6eig)
rho <- 0.5
Jc <- sum(log(1 - rho * k6eig))
# complex eigenvalue Jacobian
Jc
W <- as(as_dgRMatrix_listw(nb2listw(k6, style="W")), "CsparseMatrix")
I <- diag(length(k6))
Jl <- sum(log(abs(diag(slot(lu(I - rho * W), "U")))))
# LU Jacobian equals complex eigenvalue Jacobian
Jl
all.equal(Re(Jc), Jl)
# wrong value if only real part used
Jr <- sum(log(1 - rho * Re(k6eig)))
Jr
all.equal(Jr, Jl)
# construction of Jacobian from complex conjugate pairs (Jan Hauke)
Rev <- Re(k6eig)[which(Im(k6eig) == 0)]
# real eigenvalues
Cev <- k6eig[which(Im(k6eig) != 0)]
pCev <- Cev[Im(Cev) > 0]
# separate complex conjugate pairs
RpCev <- Re(pCev)
IpCev <- Im(pCev)
# reassemble Jacobian
Jc1 <- sum(log(1 - rho*Rev)) + sum(log((1 - rho * RpCev)^2 + (rho^2)*(IpCev^2)))
all.equal(Re(Jc), Jc1)
# impact of omitted complex part term in real part only Jacobian
Jc2 <- sum(log(1 - rho*Rev)) + sum(log((1 - rho * RpCev)^2))
all.equal(Jr, Jc2)
# trace of asymmetric (WW) and crossprod of complex eigenvalues for APLE
sum(diag(W %*% W))
crossprod(k6eig)