?? f_far.m
字號:
function llike = f_far(rho,y,W,detval)
% PURPOSE: evaluate the concentrated log-likelihood
% 1st order spatial autoregressive model using sparse matrix algorithms
% ---------------------------------------------------
% USAGE:llike = f_far(rho,y,W)
% where: rho = spatial autoregressive parameter
% y = dependent variable vector
% W = spatial weight matrix
% ldet = matrix with [rho log determinant] values
% computed in far.m using one of
% Pace and Barry's routines
% ---------------------------------------------------
% RETURNS: a scalar equal to minus the log-likelihood
% function value at the parameter rho
% --------------------------------------------------
% SEE ALSO: f_far2, far, f_sar, f_sac, f_sem
% ---------------------------------------------------
% written by: James P. LeSage 4/2002
% University of Toledo
% Department of Economics
% Toledo, OH 43606
% jlesage@spatial-econometrics.com
gsize = detval(2,1) - detval(1,1);
i1 = find(detval(:,1) <= rho + gsize);
i2 = find(detval(:,1) <= rho - gsize);
i1 = max(i1);
i2 = max(i2);
index = round((i1+i2)/2);
if isempty(index)
index = 1;
end;
detm = detval(index,2);
n = length(y);
e = (speye(n) - rho*sparse(W))*y;;
epe = e'*e;
llike = (n/2)*log(epe) - detm;
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