[R-sig-Geo] Bayesian Estimates for 1st-order Spatial Autoregressive Model

[Roger Bivand]

On Tue, 7 Aug 2012, CARTIER, ADRIAN AW (AG/1000) wrote:

> Greetings:
>
>
>
> I am a relatively new user to R. I was wondering if anyone is familiar 
> with MATLAB's far_g() function.  If yes, is there an R equivalent to 
> this?  I would like to have the ability to input as my observation 
> vector continuous values. I noticed that there was something close in R, 
> sar_probit_mcmc(), but I can only use a binary vector as my observation 
> vector.
>

There is an on-going GSoC project to port some of the Matlab Spatial 
Econometrics toolbox MCMC code to R - early work on R-Forge, project 
spdep2. This is alpha/pre-alpha code at present, with no working package 
as yet. I'm sure the GSoC student would be grateful for helpful feedback.

Roger

>
>
> If my question sounds a bit confusing I am pasting below the MATLAB 
> description of the function so you can see what it is that I am looking 
> for.
>
>
>
> function results = far_g(y,W,ndraw,nomit,prior) % PURPOSE: Bayesian estimates for the 1st-order Spatial autoregressive model
>
> %          y = rho*W*y + e,    e = N(0,sige*V),
>
> %          V = diag(v1,v2,...vn), r/vi = ID chi(r)/r, r = Gamma(m,k)
>
> %          sige = gamma(nu,d0)
>
> %          rho = Uniform(rmin,rmax), or rho = beta(a1,a2);
>
>
>
>
>
> Thanks in advance,
>
>
>
>
> ______________________________________
> Adrian Cartier, Ph.D. (LS3428)
> Monsanto Company
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-- 
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