Estimating Conditional Auto-Regressive (CAR) Models using Monte Carlo Likelihood Methods

The likelihood of direct CAR models and Binomial and Poisson GLM with latent CAR variables are approximated by the Monte Carlo likelihood. The Maximum Monte Carlo likelihood estimator is found either by an iterative procedure of directly maximising the Monte Carlo approximation or by a response surface design method.Reference for the method can be found in the DPhil thesis in Z. Sha (2016). For application a good reference is R.Bivand (2017) .


Reference manual

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0.1-9 by Zhe Sha, 4 years ago

Browse source code at

Authors: Zhe Sha [aut, cre]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Imports spam, rsm, fields, maxLik, nleqslv, spdep

Suggests knitr

See at CRAN