Learn R Programming

spgwr (version 0.6-37)

gwr.morantest: Moran's I for gwr objects

Description

The function returns Leung et al. (2000) three moment approximation for Moran's I, for a gwr object calculated with argument hatmatrix=TRUE. This implementation should not be regarded as authoritative, as it involves assumptions about implied methods and about estimated degrees of freedom.

Usage

gwr.morantest(x, lw, zero.policy = FALSE)

Value

a “htest” object with the results of testing the GWR residuals

Arguments

x

a gwr object returned by gwr() with argument hatmatrix=TRUE

lw

a listw object created for example by nb2listw in the spdep package

zero.policy

if TRUE assign zero to the lagged value of zones without neighbours, if FALSE (default) assign NA

Author

Roger Bivand

References

Leung Y, Mei C-L, Zhang W-X 2000 Testing for spatial autocorrelation among the residuals of the geographically weighted regression, Environment and Planning A, 32, 871-890.

Examples

Run this code
if (suppressWarnings(require(spData)) && suppressWarnings(require(spdep))) {
  data(columbus, package="spData")
  bw <- gwr.sel(CRIME ~ INC + HOVAL, data=columbus, coords=coords)
  col0 <- gwr(CRIME ~ INC + HOVAL, data=columbus, coords=coords,
    bandwidth=bw, hatmatrix=TRUE)
  gwr.morantest(col0, nb2listw(col.gal.nb))
}

Run the code above in your browser using DataLab