A note on efficient simulation of multidimensional spatial autoregressive processes. Issue 6 (3rd July 2017)

• Record Type: Journal Article
• Authors: Otto, Philipp
• Is Part Of: Communications in statistics. Volume 46:Issue 6(2017)
• Page Start: 4547
• Page End: 4558
• Publication Date: 2017-07-03
• Subjects: Curse of dimensionality -- Efficient simulation in R -- Spatial autoregressive model; 65C60 -- 68U20; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2015.1122050
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: In applications of spatial statistics, it is necessary to compute the product of some matrixW of spatial weights and a vector y of observations. The weighting matrix often needs to be adapted to the specific problems, such that the computation ofW y cannot necessarily be done with availableR -packages. Hence, this article suggests one possibility treating such issues. The proposed technique avoids the computation of the matrix product by calculating each entry ofW y separately. Initially, a specific spatial autoregressive process is introduced. The performance of the proposed program is briefly compared to a basic program using the matrix multiplication.