Thanks for your suggestion, Henrique
Here I attach a link to some notes by Robert Bivand, with a SAR model, see
page 30
www.bias-project.org.uk/ASDARcourse/unit6_slides.pdf
The difference with CAR is in the covariance structure, I run and example:
# ===============================================
library(spdep)
set.seed(987654)
# Columbus example in spdep library
example(columbus)
n <- length(col.gal.nb)
coords <- coordinates(columbus)
cards <- card(col.gal.nb)
col.w <- nb2listw(col.gal.nb)
uncorr_x <- rnorm(n) # uncorrelated random variable
cor(uncorr_x, lag(col.w,uncorr_x)) # correlation
# ==============================
rho <- .5 # spatial autocorrelation
# Case1: SAR
IrW <- diag(n) - rho*listw2mat(col.w) # I - rho * W
SARcov <- solve(t(IrW) %*% IrW)
SARcovL <- chol((SARcov + t(SARcov))/2)
autocorr_x <- t(SARcovL)%*%uncorr_x
cor(autocorr_x, lag(col.w,autocorr_x)) #
[,1]
[1,] 0.3876456
# ==================================================
I've did the same but with CAR structure
CARcov = solve(IrW) # from (I-rhoW)^ -1
CARcovL = chol(CARcov) # Cholesky Decomposition
a_x = t(CARcovL)%*%uncorr_x #
cor(a_x,lag(col.W,a_x))
[,1]
[1,] 0.06929324
# ==================================================
I don't know if I'm simulating correctly the CAR,
any help?
Thanks in advance
2008/2/15, Henrique Dallazuanna <[EMAIL PROTECTED]>:
>
> See spautolm function in spdep package
>
> On 15/02/2008, Dae-Jin Lee <[EMAIL PROTECTED]> wrote:
> > Hi all !
> >
> > I would like to simulate spatial lattice/areal data with a conditional
> > autoregressive (CAR) structure, for a given neighbouring matrix and for
> a
> > autocorrelation "rho".
> >
> > Is there any package or function in R to perform it ?
> >
> > I found the function "CARsimu" in the hdeco library, but this is not
> what
> > I'm looking for
> >
> > Thanks in advance
> >
> > Dae-Jin
> >
> > --
> > __________________________________
> >
> > Dae-Jin Lee
> >
> > Office/Despacho: 7.3.J04
> > Phone/Tlfno:+34 91 624 9175
> > Fax: +34 91 624 9430
> >
> > Departamento de Estadística
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> > 28911 Leganés (Madrid), SPAIN
> > Universidad Carlos III de Madrid
> >
> > e-mail: [EMAIL PROTECTED]
> > web: http://www.est.uc3m.es/daejin
> > __________________________________
> >
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> >
> >
> > ______________________________________________
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> > and provide commented, minimal, self-contained, reproducible code.
> >
> >
>
>
> --
> Henrique Dallazuanna
> Curitiba-Paraná-Brasil
> 25° 25' 40" S 49° 16' 22" O
>
--
__________________________________
Dae-Jin Lee
Office/Despacho: 7.3.J04
Phone/Tlfno:+34 91 624 9175
Fax: +34 91 624 9430
Departamento de Estadística
Av. Universidad 30, Ed. Juan Benet
28911 Leganés (Madrid), SPAIN
Universidad Carlos III de Madrid
e-mail: [EMAIL PROTECTED]
web: http://www.est.uc3m.es/daejin
__________________________________
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
