pspatreg

Estimation and inference of spatial and spatio-temporal semiparametric models including spatial or spatio-temporal non-parametric trends, parametric and non-parametric covariates and, possibly, a spatial lag for the dependent variable and temporal correlation in the noise. The spatio-temporal trend can be decomposed in ANOVA way including main and interaction functional terms. Use of SAP algorithm to estimate the spatial or spatio-temporal trend and non-parametric covariates. The methodology of these models can be found in next references doi:10.1016/j.jedc.2014.06.011; doi:10.1007/s11222-014-9464-2 and, particularly referred to the focus of the package, doi:10.1007/s10260-019-00492-8.

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