[R-sig-Geo] Reference for LU method

[Roger Bivand]

On Tue, 20 Dec 2011, Dimitrios Efthymiou wrote:

> Hello Roger,
>
> What is the appropriate paper (to use as reference), that describes the LU
> method used by the SAR models in 'spdep' package?


@article{pace+barry:97a,
Author = {Pace, RK and Barry, RP},
Title = {{Fast CARs}},
Journal = {{Journal of Statistical Computation and Simulation}},
Year = {{1997}},
Volume = {{59}},
Number = {{2}},
Pages = {{123-145}}
}

does mention LU in a footnote. Other papers in the same year by the same 
authors step around mentioning the choice of LU or Cholesky decomposition. 
Citing the standard work:

@book{lesage+pace:09,
author = {{LeSage}, JP and Pace, RK},
title = {Introduction to Spatial Econometrics},
year = {2009},
publisher = {CRC Press},
address = {Boca Raton, FL}
}

is always a good idea.

Roger

>
> Thanks in advance for your help,
> Dimitris
>
>

-- 
Roger Bivand
Department of Economics, NHH Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: Roger.Bivand at nhh.no