fclosest_ar2.m

空间统计工具箱

function [bmax, srds, prhigher,emax, maxlik]=fclosest_ar2(x, y, clo)
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%[alphamax, loglik, emax, bmax, srds, prhigher]=fclosest_ar2(x, y, closest)
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%INPUTS:
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%The matrix x represents n observations on k independent variables.
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%The vector y represents n observations on the dependent variable.
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%closest represents either a list of closest neighbor indices such as from fclosest_nn2 
%or a sparse adjacency matrix (s1 when loading smats.mat from fneighbors2).
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%OUTPUT:
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%alphamax is a scalar measuring spatial dependence 
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%maxlik is a scalar giving the maximum of the profile log-likelihood
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%emax is a n by 1 vector of closest neighbor residuals
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%bmax is a k by 1 vector of regression parameter estimates
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%srds is a k by 1 vector of the signed root deviances associated with bmax
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%prhigher is the probability in repeated sampling of observing a higher srd
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%NOTES:
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%Closest neighbor dependence was studied in:
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%Pace, R. Kelley, and Dongya Zou, 
%揅losed-Form Maximum Likelihood Estimates of Nearest Neighbor Spatial Dependence,