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

[Eelke Folmer]

Op 8/8/2012 11:57 PM, Roger Bivand schreef:
> 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
>
Nice to hear about this development. I still have data that I did not 
analyze properly because the sampler in the the Econometrics spatial 
toolbox choked on them (which might have occurred due to my own 
mistakes). I'm happy to do some testing with some of my own data once 
there is working code.
Eelke

>>
>>
>> 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
>> TPS/Advancement Integration and Prediction
>> Strategic Scientist - Quantitative Modeler
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>> Creve Coeur, MO 63167
>>
>> Office: 314-694-5307
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>