fasym_neighbors2.m

空间统计工具箱

function [wwsasymnn,wmatasymnn]=fasym_neighbors2(m,rho)
%
%[wwsasymnn,wmatasymnn]=fasym_neighbors2(m,rho)
%
%This function takes the individual neighbor matrices and manipulates
%these to form an assymmetric, normalized weight matrix based on m nearest
%neighbors weighted according to rho.
%
%INPUT:
%
%The scalar m which gives how many neighbors to use
%
%The scalar rho which sets the geometric weighting (1-rho)=decay
%
%The file smats.mat on disk from a previous invocation of fneighbors2.
%
%OUTPUT:
%
%wswnn is a symmetric n by n spatial matrix similar to (same eigenvalues) the asymmetric row-stochastic wwsnn
%
%wwsasymnn is a asymmetric row-stochastic weight matrix
%
%wmatasymnn is the n by n diagonal matrix so that wmatasymnn*a is row-stochastic.
%
%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,