Package: hspm 1.1-5

hspm: Heterogeneous Spatial Models

Spatial heterogeneity can be specified in various ways. 'hspm' is an ambitious project that aims at implementing various methodologies to control for heterogeneity in spatial models. The current version of 'hspm' deals with spatial and (non-spatial) regimes models. In particular, the package allows to estimate a general spatial regimes model with additional endogenous variables, specified in terms of a spatial lag of the dependent variable, the spatially lagged regressors, and, potentially, a spatially autocorrelated error term. Spatial regime models are estimated by instrumental variables and generalized methods of moments (see Arraiz et al., (2010) <doi:10.1111/j.1467-9787.2009.00618.x>, Bivand and Piras, (2015) <doi:10.18637/jss.v063.i18>, Drukker et al., (2013) <doi:10.1080/07474938.2013.741020>, Kelejian and Prucha, (2010) <doi:10.1016/j.jeconom.2009.10.025>).

Authors:Gianfranco Piras [aut, cre], Mauricio Sarrias [aut]

hspm_1.1-5.tar.gz
hspm_1.1-5.zip(r-4.5)hspm_1.1-5.zip(r-4.4)hspm_1.1-5.zip(r-4.3)
hspm_1.1-5.tgz(r-4.4-any)hspm_1.1-5.tgz(r-4.3-any)
hspm_1.1-5.tar.gz(r-4.5-noble)hspm_1.1-5.tar.gz(r-4.4-noble)
hspm_1.1-5.tgz(r-4.4-emscripten)hspm_1.1-5.tgz(r-4.3-emscripten)
hspm.pdf |hspm.html✨
hspm/json (API)

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

Peer review:

Bug tracker:https://github.com/gpiras/hspm/issues

Datasets:
  • baltim - Baltimore house sales prices and hedonics
  • natreg - US Counties Homicides data
  • ws_6 - Spatial weighting matrix for the US Counties Homicides data

On CRAN:

3.00 score 5 stars 1 scripts 167 downloads 5 exports 98 dependencies

Last updated 1 years agofrom:ba46eb679e. Checks:OK: 1 WARNING: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 01 2024
R-4.5-winWARNINGNov 01 2024
R-4.5-linuxWARNINGNov 01 2024
R-4.4-winWARNINGNov 01 2024
R-4.4-macWARNINGNov 01 2024
R-4.3-winWARNINGNov 01 2024
R-4.3-macWARNINGNov 01 2024

Exports:hsar2slshsarMLivregimesregimesspregimes

Dependencies:abindbackportsbdsmatrixbootbroomcarcarDataclassclassIntclicodacodetoolscollapsecolorspacecowplotcpp11data.tableDBIdeldirDerivdigestdoBydplyre1071fansifarverFormulagenericsggplot2gluegtableisobandjsonliteKernSmoothlabelinglatticeLearnBayeslifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmaxLikmemiscmgcvmicrobenchmarkminqamiscToolsmodelrmultcompmunsellmvtnormnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigplmproxypurrrquantregR6rbibutilsRColorBrewerRcppRcppEigenRdpackrlangs2sandwichscalessfspSparseMspatialregspDataspdepsphetspldvstringistringrsurvivalTH.datatibbletidyrtidyselectunitsutf8vctrsviridisLitewithrwkyamlzoo

Readme and manuals

Help Manual

Help pageTopics
Baltimore house sales prices and hedonicsbaltim
Estimation of HSAR models by 2SLShsar2sls print.summary.hsar2sls summary.hsar2sls
Estimation of HSAR models by Quasi-Maximum Likelihoodcoef.hsarML hsarML print.summary.hsarML summary.hsarML
Estimation of regime models with endogenous variablesivregimes
US Counties Homicides datanatreg
Estimation of regimes modelsregimes
Estimation of spatial regimes modelscoef.spregimes fitted.spregimes print.spregimes print.summary.spregimes residuals.spregimes spregimes summary.spregimes vcov.spregimes
Spatial weighting matrix for the US Counties Homicides dataws_6