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Implement closed form MGWR fit function #82

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Jun 20, 2020
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@Ziqi-Li Ziqi-Li commented Jun 17, 2020

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.

@Ziqi-Li Ziqi-Li marked this pull request as ready for review June 18, 2020 04:32
@Ziqi-Li Ziqi-Li merged commit cecf49e into pysal:master Jun 20, 2020
@Ziqi-Li Ziqi-Li deleted the exact_fit branch June 20, 2020 20:23
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