pysal / mgwr

Multiscale Geographically Weighted Regression (MGWR)
https://mgwr.readthedocs.io/
BSD 3-Clause "New" or "Revised" License
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Implement closed form MGWR fit function #82

Closed Ziqi-Li closed 4 years ago

Ziqi-Li commented 4 years ago

Adding a new function exact_fit(self) to the MGWR class.

This provides a closed-form solution to MGWR estimates and inference. The backfitting in MGWR.fit() will converge to this solution. See this for validation.

Note: this would be slightly faster and accurate than MGWR.fit(). But this would require large memory when n > 5,000.

See Li and Fotheringham, 2020, IJGIS, pg.4.