A note on efficient simulation of multidimensional spatial autoregressive processes |
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Authors: | Philipp Otto |
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Institution: | Department of Statistics, European University Viadrina, Frankfurt (Oder), Germany |
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Abstract: | In applications of spatial statistics, it is necessary to compute the product of some matrix W 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 of Wy cannot necessarily be done with available R-packages. Hence, this article suggests one possibility treating such issues. The proposed technique avoids the computation of the matrix product by calculating each entry of Wy 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. |
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Keywords: | Curse of dimensionality Efficient simulation in R Spatial autoregressive model |
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