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📄 fneighbors_multi2.m

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function fneighbors_multi2(coords, nnmax)
%
%function fneighbors_multi2(coords, nnmax)
%
%This function finds the nnmax nearest neighbors to each observation and stores it in a series of individual neighbor matrices.
%Users should set mmax to be equal or higher to the number of neighbors they will
%need in the future.  This routine depends upon the TSTOOL package, which
%must be installed for this routine to work. Go to
%http://www.physik3.gwdg.de/tstool/ to download the package.
%
%INPUT:
%
%The n by nd locational coordinate matrix coords, where nd represents the
%number of dimensions.
%
%The scalar nnmax which is the largest number of neighbors needed in future
%spatial regressions.
%
%OUTPUT:
%
%The disk file smats.mat which contains a sequence of nnmax sparse matrices each
%containing at most a single element 1 in each row. These are labeled s1,
%s2, s3, .... snnmax. The functions fsym_neighbors2 and fasym_neighbors2
%work with smat and its component files.
%
%NOTES:
%
%One can optimize the likelihood over neighbors and weighting of neighbors
%as in:
%
%Pace, R. Kelley and Ronald Barry, O.W. Gilley, C.F. Sirmans, 
%揂 Method for Spatial-temporal Forecasting with an Application to Real Estate Prices,

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