bayespecon.dgp.generate_panel_poisson_flow_data¶
-
bayespecon.dgp.generate_panel_poisson_flow_data(n=
None, T=5, G=None, rho_d=0.3, rho_o=0.2, rho_w=0.1, beta_d=None, beta_o=None, gamma_dist=-0.5, seed=42, k=2, k_d=None, k_o=None, err_hetero=False, gdf=None, knn_k=4)[source]¶ Simulate panel Poisson flow data from a spatial autoregressive model.
For each period \(t = 1, \dots, T\), generates \(N = n^2\) flow counts from:
\[\eta_t = A^{-1} X_t \beta, \quad y_{ij,t} \sim \operatorname{Poisson}(\exp(\eta_{ij,t}))\]where the system matrix is
\[A = I_N - \rho_d (I_n \otimes W) - \rho_o (W \otimes I_n) - \rho_w (W \otimes W), \quad N = n^2\]Observations are stacked in time-first order. There is no \(\sigma\) or \(\alpha\) parameter (the Poisson variance equals the mean, and the panel is pooled-only).
- Parameters:¶
- n : int¶
Number of spatial units. Must match the size of G.
- T : int¶
Number of time periods.
- G : libpysal.graph.Graph¶
Row-standardised spatial graph on n units.
- rho_d : float, default 0.3¶
Destination autocorrelation parameter.
- rho_o : float, default 0.2¶
Origin autocorrelation parameter.
- rho_w : float, default 0.1¶
Network autocorrelation parameter.
- beta_d : float or list of float or None, default None¶
Destination-side coefficients for the k attributes. A scalar broadcasts to all columns. Defaults to
1.0for all columns.- beta_o : float or list of float or None, default None¶
Origin-side coefficients. Defaults to
1.0for all columns.- seed : int, default 42¶
Seed for
numpy.random.default_rng.- k : int, default 2¶
Number of destination/origin attribute columns.
- err_hetero : bool, default False¶
Accepted for API parity with other DGP functions; ignored for the Poisson model (the variance is determined by the mean).
- gdf : object, optional¶
Accepted for API parity with other DGP functions; not used (pass G directly instead).
- Returns:¶
Dictionary with keys:
"y"(n²T,): time-first stacked count vector (int64)."X"(n²T, p): time-first stacked O-D design matrix."col_names"list[str]: feature names."G"libpysal.graph.Graph: spatial graph."rho_d","rho_o","rho_w": true parameters."beta_d","beta_o": true coefficient vectors."params_true"dict: nested dict of all true parameters.
- Return type:¶
- Raises:¶
ValueError – If the A matrix is singular (invalid parameter combination).