[R-sig-Geo] Question spgwr package - running time gwr()

Roger Bivand Roger@B|v@nd @end|ng |rom nhh@no
Fri May 17 14:20:27 CEST 2019

On Fri, 17 May 2019, Raphael Mesaric via R-sig-Geo wrote:

> Dear all,
> Is there an option to shorten the running time for the gwr() function, 
> similar to the ‚LU‘ method for lagsarlm() in the spdep package? Because 
> I have a model with roughly 500’000 observations, and the running time 
> at the moment is quite long, respectively it has not yet terminated.

What are you actually doing? Why did you choose GWR? Are you fitting a GWR 
with 500K observations, or have you fitted a GWR with many fewer 
observations, and are now rendering that fitted model with 500K fit 
points? GWR is only for detecting possible non-stationarity or similar 
mis-specification in moderately sized data sets. Trying to fit with 500K 
gives a dense hat matrix of 500K x 500K, which is imposssible (or were it 
possible would be uninformative). Think of 5K as a sensible maximum if GWR 
is condidered sensible at all. I would think that finding a bandwidth is 
impossible too.


> Thank you for your help in advance.
> Best regards,
> Raphael Mesaric
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Roger Bivand
Department of Economics, Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; e-mail: Roger.Bivand using nhh.no

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