The R Journal: article published in 2015, volume 7:2

Fitting Conditional and Simultaneous Autoregressive Spatial Models in hglm PDF download
Moudud Alam, Lars Rönnegård and Xia Shen , The R Journal (2015) 7:2, pages 5-18.

Abstract We present a new version (> 2.0) of the hglm package for fitting hierarchical generalized linear models (HGLMs) with spatially correlated random effects. CAR() and SAR() families for con ditional and simultaneous autoregressive random effects were implemented. Eigen decomposition of the matrix describing the spatial structure (e.g., the neighborhood matrix) was used to transform the CAR/SAR random effects into an independent, but heteroscedastic, Gaussian random effect. A linear predictor is fitted for the random effect variance to estimate the parameters in the CAR and SAR models. This gives a computationally efficient algorithm for moderately sized problems.

Received: 2014-01-21; online 2015-09-09
CRAN packages: hglm, spaMM, HGLMMM
CRAN Task Views implied by cited CRAN packages: Spatial


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@article{RJ-2015-017,
  author = {Moudud Alam and Lars Rönnegård and Xia Shen},
  title = {{Fitting Conditional and Simultaneous Autoregressive Spatial
          Models in hglm}},
  year = {2015},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2015-017},
  url = {https://doi.org/10.32614/RJ-2015-017},
  pages = {5--18},
  volume = {7},
  number = {2}
}