Lisa map

doc/source/references.rst

@@ -0,0 +1,52 @@
+.. references
+
+References
+==========
+
+.. [Akaike1974] Akaike, H. (1974). A new look at the statistical model identification. Automatic Control, IEEE Transactions on, 19(6):716–723.
+.. [Anselin1988] Anselin, L. (1988). Spatial Econometrics: Methods and Models. Kluwer Academic Publishers. Dordrecht.
+.. [Anselin1996a] Anselin, L., Bera, A., Florax, R. J. G. M., and Yoon, M. (1996). Simple diagnostic tests for spatial dependence. Regional Science and Urban Economics, 26:77–104.
+.. [Anselin1996b] Anselin, L. and Smirnov, O. (1996). Efficient algorithms for constructing proper higher order spatial lag operators*. Journal of Regional Science, 36(1):67–89.
+.. [Anselin1997] Anselin, L. and Kelejian, H. H. (1997). Testing for spatial error autocorrelation in the presence of endogenous regressors. International Regional Science Review, 20(1-2):153–182.
+.. [Anselin2011] Anselin, L. (2011). GMM Estimation of Spatial Error Autocorrelation with and without Heteroskedasticity.
+.. [Arraiz2010] Arraiz, I., Drukker, D. M., Kelejian, H. H., and Prucha, I. R. (2010). A spatial Cliff-Ord-type model with heteroskedastic innovations: Small and large sample results. Journal of Regional Science, 50(2):592–614.
+.. [Assuncao1999] Assuncao, R. M. and Reis, E. A. (1999). A new proposal to adjust moran’s i for population density. Statistics in medicine, 18(16):2147–2162.
+.. [Baker2004] Baker, R. D. (2004). Identifying space–time disease clusters. Acta tropica, 91(3):291–299.
+.. [Belsley1980] Belsley, D. A., Kuh, E., and Welsch, R. E. (1980). Regression diagnostics: Identifying influential data and sources of collinearity, volume 1.
+.. [Bickenbach2003] Bickenbach, F. and Bode, E. (2003). Evaluating the Markov property in studies of economic convergence. International Regional Science Review, 26(3):363–392.
+.. [Breusch1979] Breusch, T. S. and Pagan, A. R. (1979). A simple test for heteroscedasticity and random coefficient variation. Econometrica: Journal of the Econometric Society, pages 1287–1294.
+.. [Choynowski1959] Choynowski, M. (1959). Maps based on probabilities. Journal of the American Statistical Association, 54(286):385–388.
+.. [Christensen2005] Christensen, D. (2005). Fast algorithms for the calculation of kendalls τ. Computational Statistics, 20(1):51–62.
+.. [Cliff1981] Cliff, A. D. and Ord, J. K. (1981). Spatial processes, models & applications. Pion, London.
+.. [DeBerg2008] De Berg, M., Cheong, O., Van Kreveld, M., and Overmars, M. (2008). Computational geometry: algorithms and applications. Springer.
+.. [Drukker2011] Drukker, D., Prucha, I., and Raciborski, R. (2011). A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables. Technical report, Technical report, Stata.
+.. [Drukker2013] Drukker, D. M., Egger, P., and Prucha, I. R. (2013). On two-step estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors. Econometric Reviews, 32(5-6):686–733.
+.. [Getis1992] Getis, A. and Ord, J. K. (1992). The analysis of spatial association by use of distance statistics. Geographical Analysis, 24(3):189–206.
+.. [Getis1996] Getis, A. and Ord, J. K. (1996). Local spatial statistics: an overview. Spatial Analysis: Modelling in a GIS Environment, 374.
+.. [Greene2003] Greene, W. H. (2003). Econometric analysis. Pearson Education India. 
+.. [Jacquez1996] Jacquez, G. M. (1996). A k nearest neighbour test for space–time interaction. Statistics in medicine, 15(18):1935–1949.
+.. [Jarque1980] Jarque, C. M. and Bera, A. K. (1980). Efficient tests for normality, homoscedasticity and serial independence of regression residuals. Economics letters, 6(3):255–259.
+.. [Kelejian1998] Kelejian, H. H. and Prucha, I. R. (1998). A generalized spatial two-stage least squares procedure for estimating a spatial autoregressive model with autoregressive disturbances. The Journal of Real Estate Finance and Economics, 17(1):99–121.
+.. [Kelejian1999] Kelejian, H. H. and Prucha, I. R. (1999). A generalized moments estimator for the autoregressive parameter in a spatial model. International Economic Review, 40:509–534.
+.. [Kelejian2001] Kelejian, H. H. and Prucha, I. R. (2001). On the asymptotic distribution of the Moran I test statistic with applications. Journal of Econometrics, 104(2):219–257.
+.. [Kelejian2004] Kelejian, H. H., Prucha, I. R., and Yuzefovich, Y. (2004). Instrumental variable estimation of a spatial autoregressive model with autoregressive disturbances: Large and small sample results. Advances in Econometrics: Spatial and Spatio-Temporal econometrics, pages 163–198.
+.. [Kemeny1967] Kemeny, J. G. and Snell, J. L. (1967). Finite markov chains. Van Nostrand.
+.. [Knox1964] Knox, G. (1964). The detection of space-time interactions. Applied Statistics, 13:25–29.
+.. [Koenker1982] Koenker, R. and Bassett Jr, G. (1982). Robust tests for heteroscedasticity based on regression quantiles. Econometrica: Journal of the Econometric Society, pages 43–61.
+.. [Kullback1962] Kullback, S., Kupperman, M., and Ku, H. (1962). Tests for contingency tables and markov chains. Technometrics, 4(4):573–608.
+.. [Mantel1967] Mantel, N. (1967). The detection of disease clustering and a generalized regression approach. Cancer research, 27(2 Part 1):209–220. 
+.. [McMillen1992] McMillen, D. (1992) Probit with spatial autocorrelation. Journal of Regional Science 32(3):335-48.
+.. [Ord1995] Ord, J. K. and Getis, A. (1995). Local spatial autocorrelation statistics: distributional issues and an application. Geographical Analysis, 27(4):286–306.
+.. [Pinkse1998] Pinkse, J. and Slade, M. E. (1998). Contracting in space: An application of spatial statistics to discrete-choice models. Journal of Econometrics, 85(1):125–154.
+.. [Pinkse2004] Pinske, J. (2004). Moran-flavored tests with nuisance parameters: Examples. In Anselin, L., Florax, R. J. G. M., and Rey, S. J., editors, Advances in Spatial Econometrics: Methodology, Tools and Applications, pages 67–77. Springer, Berlin. 
+.. [Press2007] Press, W., Teukolsky, S., Vetterling, W., and Flannery, B. (2007). Numerical recipes: the art of scientific computing. Cambridge Univ Pr, Cambridge, 3rd edition.
+.. [Rey2001] Rey, S. J. (2001). Spatial empirics for economic growth and convergence. Geographical Analysis, 33(3):195–214.
+.. [Rey2004a] Rey, S. J. (2004). Spatial dependence in the evolution of regional income distributions. In Getis, A., Múr, J., and Zoeller, H., editors, Spatial econometrics and spatial statistics, pages 193–213. Palgrave, Hampshire.
+.. [Rey2004b] Rey, S. J. (2004). Spatial analysis of regional economic growth, inequality and change,in  M.F. Goodchild and D.G. Jannelle (eds.) Spatially Integrated Social Science. Oxford University Press: Oxford. Pages 280-299.
+.. [Rey2011] Rey, S. J., Murray, A. T., and Anselin, L. (2011). Visualizing regional income distribution dynamics. Letters in Spatial and Resource Sciences, 4(1):81–90.
+.. [Rey2013] Rey, S. J. and Smith, R. J. (2013). A spatial decomposition of the Gini coefficient. Letters in Spatial and Resource Sciences, 6:55–70.
+.. [Rey2014] Rey, S. J. (2014). Fast algorithms for a space-time concordance measure. Computational Statistics, 29(3-4):799–811.
+.. [Schwarz1978] Schwarz, G. et al. (1978). Estimating the dimension of a model. The annals of statistics, 6(2):461–464. 
+.. [Slocum2008] Slocum, T., McMaster, R., Kessler, F., and Howard, H. (2008). Thematic cartography and geovisualization. Prentice Hall.
+.. [Watts1998] Watts, D. J. and Strogatz, S. H. (1998). Collective dynamics of ‘small-world’ networks. Nature, 393(6684):440–442.
+.. [White1980] White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica: Journal of the Econometric Society, pages 817–838.

pysal/cg/locators.py

@@ -19,13 +19,9 @@
 class IntervalTree:
     """
     Representation of an interval tree. An interval tree is a data structure which is used to
-    quickly determine which intervals in a set contain a value or overlap with a query interval.
+    quickly determine which intervals in a set contain a value or overlap with
+    a query interval. [DeBerg2008]_
 
-    References
-    ----------
-
-    de Berg, van Kreveld, Overmars, Schwarzkopf. Computational Geometry: Algorithms and Application.
-    212-217. Springer-Verlag, Berlin, 2000.
     """
 
     class _Node: