This function computes (or estimates) the trace of matrix (I-rho*W)^-1,
which is often needed when computing impacts in some spatial econometrics
models.
Usage
trIrhoWinv(W, rho, offset = 0, order = 20, direct = TRUE, Df = Matrix::Diagonal(nrow(W)))
Arguments
W
Adjacency matrix. Usually, it is row-standardised.
rho
Value of spatial autocorrelation parameter rho.
offset
Number of times (I-rho*W)^-1 is multiplied by W (for sdm model).
order
Order of Taylor expansion used in the approximation of the trace.
direct
Use direct method, i.e., matrix multiplication, etc.
Df
Diagonal matrix used to compute the impacts in the Probit model
only used if direct=TRUE.
Details
This function computes the trace of (I-rho*W)^-1, which is later used
to computed the impacts. This is an internal function.