[Splm-commits] r204 - in pkg: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Jan 8 19:16:01 CET 2016
Author: the_sculler
Date: 2016-01-08 19:16:01 +0100 (Fri, 08 Jan 2016)
New Revision: 204
Modified:
pkg/ChangeLog
pkg/DESCRIPTION
pkg/R/bsktest.R
pkg/R/spfeml.R
pkg/R/spml.R
pkg/R/spreml.R
pkg/man/bsktest.Rd
Log:
Fixes in spml.R, spreml.R and bsktest.R, see ChangeLog
Modified: pkg/ChangeLog
===================================================================
--- pkg/ChangeLog 2015-12-03 23:11:20 UTC (rev 203)
+++ pkg/ChangeLog 2016-01-08 18:16:01 UTC (rev 204)
@@ -1,6 +1,12 @@
+Changes in Version 1.4-2
+ o Set method="eigen" as default in bsktest, as claimed in the "Arguments" section of the docs bsktest.Rd (previous setting at NULL broke clmmtest()); fixed bsktest.Rd accordingly (Usage section).
+
Changes in Version 1.4-0
- o Harmonized print.summary for fixed and random models (now fixed print spatial parms separately). Improved header of printout for random type models, now prints a correct description of model type. Fixed cllistw() internal function for checking whether listw is a listw or a matrix and convert if needed.
+ o Removed special case from beginning of spml(), allegedly for consistency with bsktest(), which actually never calls spml (but spfeml() directly). Added missing 'index' argument to data transformation module in spreml.R.
+Changes in Version 1.4-0
+ o Harmonized print.summary for fixed and random models (now fixed print spatial parms separately). Improved header of printout for random type models, now prints a correct description of model type. Fixed cllistw() internal function for checking whether listw is a listw or a matrix and convert if needed.
+
Changes in Version 1.3-11
o Fixed 'itaww.rda' weights matrix for Italian provinces. An '1' was missing between 98 (Lodi) and 19 (Cremona).
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2015-12-03 23:11:20 UTC (rev 203)
+++ pkg/DESCRIPTION 2016-01-08 18:16:01 UTC (rev 204)
@@ -1,14 +1,14 @@
-Package: splm
-Title: Econometric Models for Spatial Panel Data
-Version: 1.4-0
-Date: 2015-12-04
-Authors at R: c(person(given = "Giovanni", family = "Millo", role = c("aut", "cre"), email = "giovanni.millo at generali.com"),
+Package: splm
+Title: Econometric Models for Spatial Panel Data
+Version: 1.4-2
+Date: 2016-01-08
+Authors at R: c(person(given = "Giovanni", family = "Millo", role = c("aut", "cre"), email = "giovanni.millo at generali.com"),
person(given = "Gianfranco", family = "Piras", role = c("aut"), email = "gpiras at mac.com"))
Author: Giovanni Millo [aut, cre],
Gianfranco Piras [aut]
-Maintainer: Giovanni Millo <giovanni.millo at generali.com>
-Description: ML and GM estimation and diagnostic testing of econometric models for spatial panel data.
-Depends: R (>= 2.12.0), spdep
+Maintainer: Giovanni Millo <giovanni.millo at generali.com>
+Description: ML and GM estimation and diagnostic testing of econometric models for spatial panel data.
+Depends: R (>= 2.12.0), spdep
Imports: plm, maxLik, MASS, bdsmatrix, ibdreg, nlme, Matrix, spam
-License: GPL-2
-LazyLoad: yes
+License: GPL-2
+LazyLoad: yes
Modified: pkg/R/bsktest.R
===================================================================
--- pkg/R/bsktest.R 2015-12-03 23:11:20 UTC (rev 203)
+++ pkg/R/bsktest.R 2016-01-08 18:16:01 UTC (rev 204)
@@ -17,7 +17,7 @@
`bsktest.formula` <-
function(x, data, index=NULL, listw,
test=c("LMH","LM1","LM2","CLMlambda","CLMmu"),
- standardize=TRUE, method = NULL, ...){
+ standardize=TRUE, method = "eigen", ...){
switch(match.arg(test), LM1 = {
Modified: pkg/R/spfeml.R
===================================================================
--- pkg/R/spfeml.R 2015-12-03 23:11:20 UTC (rev 203)
+++ pkg/R/spfeml.R 2016-01-08 18:16:01 UTC (rev 204)
@@ -6,7 +6,6 @@
model<-match.arg(model)
effects <- match.arg(effects)
-
if (model == "sarar") con <- list(LAPACK = FALSE, Imult = 2L, cheb_q = 5L, MC_p = 16L, MC_m=30L, super=FALSE, opt_method = "nlminb", opt_control = list(), pars = NULL, npars = 4L, pre_eig1 = NULL, pre_eig2 = NULL)
else con <- list(tol.opt = .Machine$double.eps^0.5, Imult = 2, cheb_q = 5, MC_p = 16, MC_m = 30, super = NULL, spamPivot = "MMD", in_coef = 0.1, type = "MC", correct = TRUE, trunc = TRUE, SE_method = "LU", nrho = 200, interpn = 2000, SElndet = NULL, LU_order = FALSE, pre_eig = NULL)
@@ -53,6 +52,22 @@
if(dim(data)[[1]]!=length(index)) stop("Non conformable arguments")
## reduce X,y to model matrix values (no NAs)
+
+ ## the old module based on standard model.matrix etc.
+ ## can be substituted by the module taken from spreml() in
+ ## order to use the functions from 'plm', so that any
+ ## panel transformation of the data can in principle
+ ## be employed (e.g., slag() for spatial Durbins).
+ ## Ready to employ under here:
+ #
+ ## data management through plm functions
+ # pmod <- plm(formula, data, index=index, model="pooling")
+ # X <- model.matrix(pmod)
+ # y <- pmodel.response(pmod)
+ # ind <- attr(pmod$model, "index")[, 1]
+ # tind <- attr(pmod$model, "index")[, 2]
+ ## Gio 8/1/16
+
x<-model.matrix(formula,data=data)
clnames <- colnames(x)
rwnames <- rownames(x)
Modified: pkg/R/spml.R
===================================================================
--- pkg/R/spml.R 2015-12-03 23:11:20 UTC (rev 203)
+++ pkg/R/spml.R 2016-01-08 18:16:01 UTC (rev 204)
@@ -30,31 +30,30 @@
## dimensions check is moved downstream
-##added by gpiras on November 25, 2015 for consistency with the test bsk
+ ##added by gpiras on November 25, 2015 for consistency with the test bsk
+ ## removed by the_sculler on Jan 8 2016 because bsktest() never calls spml()
-
-if(model == 'pooling' && spatial.error == 'b' && lag ==FALSE){
-
- res <- spfeml(formula=formula, data=data, index=index,
- listw=listw, listw2=listw2, na.action,
- model = 'error', effects = "pooling",
- cl=cl, ...)
-}
-else{
+ #if(model == 'pooling' && spatial.error == 'b' && lag ==FALSE){
+ #
+ # res <- spfeml(formula=formula, data=data, index=index,
+ # listw=listw, listw2=listw2, na.action,
+ # model = 'error', effects = "pooling",
+ # cl=cl, ...)
+ #}
+ #else{
switch(match.arg(model), within={
if(lag) {
- model <- switch(match.arg(spatial.error), b="sarar",
- kkp="sarar", none="lag")
+ model <- switch(match.arg(spatial.error),
+ b="sarar",
+ kkp="sarar",
+ none="lag")
} else {
-
-
- model <- switch(match.arg(spatial.error), b="error",
- kkp="error", none="plm")
-
-
-
- if(model == "plm") stop("No spatial component, use plm instead")
+ model <- switch(match.arg(spatial.error),
+ b="error",
+ kkp="error",
+ none="plm")
+ if(model == "plm") stop("No spatial component, use plm instead")
## put call to plm() here, fetch results
## and suitably transform them for compliance
}
@@ -83,7 +82,7 @@
lag=lag, errors=errors, cl=cl, ...)
})
-}
+ #}
return(res)
}
Modified: pkg/R/spreml.R
===================================================================
--- pkg/R/spreml.R 2015-12-03 23:11:20 UTC (rev 203)
+++ pkg/R/spreml.R 2016-01-08 18:16:01 UTC (rev 204)
@@ -30,7 +30,7 @@
# y <- model.response(model.frame(formula, data = data))
## data management through plm functions
- pmod <- plm(formula, data, model="pooling")
+ pmod <- plm(formula, data, index=index, model="pooling")
X <- model.matrix(pmod)
y <- pmodel.response(pmod)
Modified: pkg/man/bsktest.Rd
===================================================================
--- pkg/man/bsktest.Rd 2015-12-03 23:11:20 UTC (rev 203)
+++ pkg/man/bsktest.Rd 2016-01-08 18:16:01 UTC (rev 204)
@@ -11,7 +11,7 @@
bsktest(x,...)
\method{bsktest}{formula}(x, data, index=NULL, listw,
test=c("LMH","LM1","LM2","CLMlambda","CLMmu"),
-standardize=TRUE, method = NULL, ...)
+standardize=TRUE, method = "eigen", ...)
}
\arguments{
\item{x}{a \code{formula}}
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