Package: sphet 2.1-2

sphet: Estimation of Spatial Autoregressive Models with and without Heteroskedastic Innovations

Functions for fitting Cliff-Ord-type spatial autoregressive models with and without heteroskedastic innovations using Generalized Method of Moments estimation are provided. Some support is available for fitting spatial HAC models, and for fitting with non-spatial endogeneous variables using instrumental variables.

Authors:Gianfranco Piras [aut, cre], Roger Bivand [ctb]

sphet_2.1-2.tar.gz
sphet_2.1-2.zip(r-4.7)sphet_2.1-2.zip(r-4.6)sphet_2.1-2.zip(r-4.5)
sphet_2.1-2.tgz(r-4.6-any)sphet_2.1-2.tgz(r-4.5-any)
sphet_2.1-2.tar.gz(r-4.7-any)sphet_2.1-2.tar.gz(r-4.6-any)
sphet_2.1-2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
sphet/json (API)

# Install 'sphet' in R:

install.packages('sphet', repos = c('https://gpiras.r-universe.dev', 'https://cloud.r-project.org'))

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

Datasets:

coldis - Object of class distance for Columbus dataset 10-nearest neighbors matrix for columbus dataset
knn10columbus - Object of class distance for Columbus dataset 10-nearest neighbors matrix for columbus dataset

On CRAN:

6.55 score 8 stars 4 packages 373 scripts 634 downloads 1 mentions 9 exports 45 dependencies

Last updated from:9339cb3b21. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	171
source / vignettes	OK	203
linux-release-x86_64	OK	170
macos-release-arm64	OK	140
macos-oldrel-arm64	OK	110
windows-devel	OK	129
windows-release	OK	131
windows-oldrel	OK	141
wasm-release	OK	122

Exports:circular distance gstslshet impacts kpjtest listw2dgCMatrix read.gwt2dist spreg stslshac

Dependencies:backports boot checkmate class classInt cli coda codetools data.table DBI deldir e1071 Formula generics glue insight KernSmooth lattice LearnBayes lifecycle magrittr marginaleffects MASS Matrix multcomp mvtnorm nlme proxy Rcpp rlang s2 sandwich sf sp spatialreg spData spdep stringi stringr survival TH.data units vctrs wk zoo

sphet: Spatial Models with Heteroskedastic Innovations

Introduction | Tools | Estimation functions | Conclusions and future development

Rendered fromsphet.Rnwusingutils::Sweave

Last update: 2024-02-07
Started: 2013-10-27

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Estimation of spatial models with heteroskedastic innovations	sphet-package sphet
Generate circular weigthing matrices	circular
Object of class distance for Columbus dataset 10-nearest neighbors matrix for columbus dataset	coldis knn10columbus
Distance measures available in distance	distance
GM estimation of a Cliff-Ord type model with Heteroskedastic Innovations	gstslshet
Generate impacts for objects of class error_sphet created in sphet	impacts.error_sphet
Generate impacts for spreg lag and sarar models	impacts impacts.gstsls
Generate impacts for objects of class ols_sphet created in sphet	impacts.ols_sphet
Generate impacts for objects of class lag_gmm created in sphet	impacts.stsls_sphet
Kelejian and Piras J-test	kpjtest
Interface between Matrix class objects and weights list	listw2dgCMatrix
Read distance ojbects	read.gwt2dist
GM estimation of a Cliff-Ord type model with Heteroskedastic Innovations	coef.sphet print.sphet print.summary.sphet spreg summary.sphet vcov.sphet
Spatial two stages least square with HAC standard errors	stslshac tsls
Functions used by gstslshet.	arg arg1 fierror fifour fistslserror fistslsfast Ggfastfast Omega Omegabis utilities