REAT

Package ‘REAT’
November 21, 2019

Type Package
Title Regional Economic Analysis Toolbox
Version 3.0.2
Date 2019-11-21
Author Thomas Wieland
Maintainer Thomas Wieland <thomas.wieland.geo@googlemail.com>
Description
Collection of models and analysis methods used in regional and urban economics and (quantita-
tive) economic geography, e.g. measures of inequality, regional disparities and convergence, re-
gional specialization as well as accessibility and spatial interaction models.
License GPL (>= 2)
NeedsCompilation no
Repository CRAN
Date/Publication 2019-11-21 09:50:02 UTC
R topics documented:
REAT-package . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
atkinson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Automotive . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
betaconv.nls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
betaconv.ols . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
betaconv.speed . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
conc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
converse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
coulter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
curvefit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
cv . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
dalton . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
disp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
dist.buf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
dist.calc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1
2 R topics documented:
dist.mat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
durpug . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
ellison.a . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
ellison.a2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
ellison.c . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
ellison.c2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
EU28.emp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
FK2014_EGC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
Freiburg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
G.counties.gdp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
G.regions.emp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
G.regions.industries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
gifpro . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
gifpro.tbs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
gini . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
gini.conc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
gini.spec . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
gini2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
Goettingen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
GoettingenHealth1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
GoettingenHealth2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
growth . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
hansen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
herf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
hoover . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
howard.cl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
howard.xcl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
howard.xcl2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
huff . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
krugman.conc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
krugman.conc2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
krugman.spec . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
krugman.spec2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
litzenberger . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
litzenberger2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
lm.beta . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
locq . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
locq.growth . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
locq2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
lorenz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
mean2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
mssd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
rca . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
reilly . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
ripley . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
sd2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
shift . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
REAT-package 3
shift.growth . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
shiftd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
shifti . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
shiftid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
shiftp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
sigmaconv . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
sigmaconv.t . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
spec . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
theil . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
to.dummy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
var2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
williamson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
Index 134
REAT-package Regional Economic Analysis Toolbox
Description
In regional and urban economics and economic geography, very frequent research fields are the ex-
istence and evolution of agglomerations due to (internal and external) agglomeration economies, re-
gional economic growth and regional disparities, where these concepts and relationships are closely
related to each other (Capello/Nijkamp 2009, Dinc 2015, Farhauer/Kroell 2013, McCann/van Oort
2009). Also accessibility and spatial interaction modeling is mostly regarded as related to these
disciplines (Aoyama et al. 2011, Guessefeldt 1999). The group of the related analysis methods is
sometimes summarized by the term regional analysis or regional economic analysis (Dinc 2015,
Guessefeldt 1999, Isard 1960).
This package contains a collection of models and analysis methods used in regional and urban
economics and (quantitative) economic geography. The functions in this package can be divided
into seven groups:
(1) Inequality, concentration and dispersion, including Gini coefficient, Lorenz curve, Herfindahl-
Hirschman-coefficient, Theil coefficient, Hoover coefficient and (weighted) coefficient of variation
(2) Specialization of regions and spatial concentration of industries, including location quotient,
spatial Gini coefficients for regional specialization and industry concentration and Krugman coeffi-
cients for regional specialization and industry concentration
(3) Regional disparities and regional convergence, especially analysis of beta and sigma conver-
gence for cross-sectional data
(4) Regional growth, including portfolio matrix, several types of shift-share analysis and commer-
cial area prognosis ("GIFPRO")
(5) Spatial interaction and accessibility models, including Huff model and Hansen accessibility
(6) Proximity analysis, including calculation of distance matrices and buffers
(7) Additional tools for data preparation und visualization, such as for creating dummy variables
and calculating standardized regression coefficients. The package also contains data examples.
4 atkinson
Author(s)
Thomas Wieland
Maintainer: Thomas Wieland <thomas.wieland.geo@googlemail.com>
References
Aoyama, Y./Murphy, J. T./Hanson, S. (2011): “Key Concepts in Economic Geography”. London:
SAGE.
Capello, R./Nijkamp, P. (2009): “Introduction: regional growth and development theories in the
twenty-first century - recent theoretical advances and future challenges”. In: Capello, R./Nijkamp,
P. (eds.): Handbook of Regional Growth and Development Theories. Cheltenham: Elgar. p. 1-16.
Dinc, M. (2015): “Introduction to Regional Economic Development. Major Theories and Basic
Analytical Tools”. Cheltenham: Elgar.
Farhauer, O./Kroell, A. (2013): “Standorttheorien: Regional- und Stadtoekonomik in Theorie und
Praxis”. Wiesbaden: Springer.
Guessefeldt, J. (1999): “Regionalanalyse”. Muenchen: Oldenbourg.
Isard, W. (1960): “Methods of Regional Analysis: an Introduction to Regional Science”. Cam-
bridge: M.I.T. Press.
McCann, P./van Oort, F. (2009): “Theories of agglomeration and regional economic growth: a his-
torical review”. In: Capello, R./Nijkamp, P. (eds.): Handbook of Regional Growth and Development
Theories. Cheltenham: Elgar. p. 19-32.
atkinson Atkinson Inequality Index
Description
Calculating the Atkinson Inequality Index e.g. with respect to regional income
Usage
atkinson(x, epsilon = 0.5, na.rm = TRUE)
Arguments
x A numeric vector (e.g. dataset of regional income)
epsilon A single value of the weighting coefficient (default: at.epsilon = 0.5)
na.rm logical argument that indicates whether NA values should be excluded before
computing results
Details
The Atkinson Inequality Index (AI) varies between 0 (no inequality/concentration) and 1 (com-
plete inequality/concentration). It can be used for economic inequality and/or regional disparities
(Portnov/Felsenstein 2010).
Automotive 5
Value
A single numeric value of the Atkinson Inequality Index (0 < AI < 1).
Author(s)
Thomas Wieland
References
Portnov, B.A./Felsenstein, D. (2010): “On the suitability of income inequality measures for regional
analysis: Some evidence from simulation analysis and bootstrapping tests”. In: Socio-Economic
Planning Sciences, 44, 4, p. 212-219.
See Also
cv, gini, gini2, herf, theil, hoover, coulter, dalton, disp
Examples
atkinson(c(100,0,0,0), epsilon = 0.8)
atkinson(c(100,100,100,100), epsilon = 0.8)
Automotive Automotive industry data
Description
Top 20 automotive industry companies, including their manufacturing quantity and turnovers (Table
from wikipedia)
Usage
data("Automotive")
Format
A data frame with 20 observations on the following 8 variables.
Rank Rank of the company
Company Name of the company (German)
Country Origin county of the company (German)
Quantity2014 Quantity of produced vehicles in 2014
Quantity2014_car Quantity of produced cars in 2014
Turnover2008 Annual turnover 2008 (in billion dollars)
6 betaconv.nls
Source
Wikipedia (2018): “Automobilindustrie — Wikipedia, Die freie Enzyklopaedie”. https://de.
wikipedia.org/wiki/Automobilindustrie (accessed October 14, 2018). Own postprocessing.
References
Wikipedia (2018): “Automobilindustrie — Wikipedia, Die freie Enzyklopaedie”. https://de.
wikipedia.org/wiki/Automobilindustrie (accessed October 14, 2018).
Examples
# Market concentration in automotive industry
data(Automotive)
gini(Automotive$Turnover2008, lsize=1, lc=TRUE, le.col = "black",

lc.col = "orange", lcx = "Shares of companies", lcy = "Shares of turnover / cars",
lctitle = "Automotive industry: market concentration",
lcg = TRUE, lcgn = TRUE, lcg.caption = "Turnover 2008:", lcg.lab.x = 0, lcg.lab.y = 1)
# Gini coefficient and Lorenz curve for turnover 2008
gini(Automotive$Turnover2013, lsize=1, lc = TRUE, add.lc = TRUE, lc.col = "red",

lcg = TRUE, lcgn = TRUE, lcg.caption = "Turnover 2013:", lcg.lab.x = 0, lcg.lab.y = 0.85)
# Adding Gini coefficient and Lorenz curve for turnover 2013
gini(Automotive$Quantity2014_car, lsize=1, lc = TRUE, add.lc = TRUE, lc.col = "blue",

lcg = TRUE, lcgn = TRUE, lcg.caption = "Cars 2014:", lcg.lab.x = 0, lcg.lab.y = 0.7)
# Adding Gini coefficient and Lorenz curve for cars 2014
betaconv.nls Analysis of regional beta convergence using nonlinear regression
Description
This function provides the analysis of absolute and conditional regional economic beta convergence
for cross-sectional data using a nonlineaer least squares (NLS) technique.
Usage
betaconv.nls(gdp1, time1, gdp2, time2, conditions = NULL, conditions.formula = NULL,
conditions.startval = NULL, beta.plot = FALSE, beta.plotPSize = 1,
beta.plotPCol = "black", beta.plotLine = FALSE, beta.plotLineCol = "red",
beta.plotX = "Ln (initial)", beta.plotY = "Ln (growth)",
beta.plotTitle = "Beta convergence", beta.bgCol = "gray95", beta.bgrid = TRUE,
beta.bgridCol = "white", beta.bgridSize = 2, beta.bgridType = "solid",
print.results = TRUE)
betaconv.nls 7
Arguments
gdp1 A numeric vector containing the GDP per capita (or another economic variable)
at time t
time1 A single value of time t (= the initial year)
at time t+1 or a data frame containing the GDPs per capita (or another economic
variable) at time t+1, t+2, t+3, ..., t+n
time2 A single value of time t+1 or t_n, respectively
conditions A data frame containing the conditions for conditional beta convergence
conditions.formula
A formula for the functional linkage of the conditions in the case of conditional
beta convergence
conditions.startval
Starting values for the parameters of the conditions in the case of conditional
beta convergence
beta.plot Boolean argument that indicates if a plot of beta convergence has to be created
beta.plotPSize If beta.plot = TRUE: Point size in the beta convergence plot
beta.plotPCol If beta.plot = TRUE: Point color in the beta convergence plot
beta.plotLine If beta.plot = TRUE: Logical argument that indicates if a regression line has to
be added to the plot
beta.plotLineCol
If beta.plot = TRUE and beta.plotLine = TRUE: Line color of regression line
beta.plotX If beta.plot = TRUE: Name of the X axis
beta.plotY If beta.plot = TRUE: Name of the Y axis
beta.plotTitle If beta.plot = TRUE: Plot title
beta.bgCol If beta.plot = TRUE: Plot background color
beta.bgrid If beta.plot = TRUE: Logical argument that indicates if the plot contains a grid
beta.bgridCol If beta.plot = TRUE and beta.bgrid = TRUE: Color of the grid
beta.bgridSize If beta.plot = TRUE and beta.bgrid = TRUE: Size of the grid
beta.bgridType If beta.plot = TRUE and beta.bgrid = TRUE: Type of the grid
print.results Logical argument that indicates if the function shows the results or not
Details
From the regional economic perspective (in particular the neoclassical growth theory), regional dis-
parities are expected to decline. This convergence can have different meanings: Sigma convergence
(σ) means a harmonization of regional economic output or income over time, while beta conver-
gence (β) means a decline of dispersion because poor regions have a stronger economic growth
than rich regions (Capello/Nijkamp 2009). Regardless of the theoretical assumptions of a harmo-
nization in reality, the related analytical framework allows to analyze both types of convergence
for cross-sectional data (GDP p.c. or another economic variable, y, for i regions and two points in
time, t and t + T ), or one starting point (t) and the average growth within the following n years
8 betaconv.nls
(t + 1, t + 2, ..., t + n), respectively. Beta convergence can be calculated either in a linearized

OLS regression model or in a nonlinear regression model. When no other variables are integrated
in this model, it is called absolute beta convergence. Implementing other region-related variables
(conditions) into the model leads to conditional beta convergence. If there is beta convergence
(β < 0), it is possible to calculate the speed of convergence, λ, and the so-called Half-Life H,
while the latter is the time taken to reduce the disparities by one half (Allington/McCombie 2007,
Goecke/Huether 2016). There is sigma convergence, when the dispersion of the variable (σ), e.g.
calculated as standard deviation or coefficient of variation, reduces from t to t + T . This can be
measured using ANOVA for two years or trend regression with respect to several years (Furceri
2005, Goecke/Huether 2016).
This function calculates absolute and/or conditional beta convergence using a nonlinear least squares
approach for estimation. It needs at least two vectors (GDP p.c. or another economic variable, y,
for i regions) and the related two points in time (t and t + T ). If the beta coefficient is negative
(using OLS) or positive (using NLS), there is beta convergence.
Value
A list containing the following objects:
regdata A data frame containing the regression data, including the ln-transformed eco-
nomic variables
abeta A list containing the estimates of the absolute beta convergence regression model,
including lambda and half-life
cbeta If conditions are stated: a list containing the estimates of the conditional beta
convergence regression model, including lambda and half-life
Author(s)
Thomas Wieland
References
Allington, N. F. B./McCombie, J. S. L. (2007): “Economic growth and beta-convergence in the East
European Transition Economies”. In: Arestis, P./Baddely, M./McCombie, J. S. L. (eds.): Economic
Growth. New Directions in Theory and Policy. Cheltenham: Elgar. p. 200-222.
Dapena, A. D./Vazquez, E. F./Morollon, F. R. (2016): “The role of spatial scale in regional con-
vergence: the effect of MAUP in the estimation of beta-convergence equations”. In: The Annals of
Regional Science, 56, 2, p. 473-489.
Furceri, D. (2005): “Beta and sigma-convergence: A mathematical relation of causality”. In: Eco-
nomics Letters, 89, 2, p. 212-215.
Goecke, H./Huether, M. (2016): “Regional Convergence in Europe”. In: Intereconomics, 51, 3, p.
165-171.
Young, A. T./Higgins, M. J./Levy, D. (2008): “Sigma Convergence versus Beta Convergence: Ev-
idence from U.S. County-Level Data”. In: Journal of Money, Credit and Banking, 40, 5, p. 1083-
1093.
betaconv.ols 9
See Also
rca, betaconv.ols, betaconv.speed, sigmaconv, sigmaconv.t, cv, sd2, var2
Examples
data (G.counties.gdp)
# Loading GDP data for Germany (counties = Landkreise)
betaconv.nls (G.counties.gdp$gdppc2010, 2010, G.counties.gdp$gdppc2011, 2011,
conditions = NULL, print.results = TRUE)
# Two years, no conditions (Absolute beta convergence)
betaconv.ols Analysis of regional beta convergence using OLS regression
Description
for cross-sectional data using ordinary least squares (OLS) technique.
Usage
betaconv.ols(gdp1, time1, gdp2, time2, conditions = NULL, beta.plot = FALSE,
beta.plotPSize = 1, beta.plotPCol = "black", beta.plotLine = FALSE,
beta.plotLineCol = "red", beta.plotX = "Ln (initial)", beta.plotY = "Ln (growth)",
beta.plotTitle = "Beta convergence", beta.bgCol = "gray95", beta.bgrid = TRUE,
beta.bgridCol = "white", beta.bgridSize = 2, beta.bgridType = "solid",
print.results = FALSE)
Arguments
at time t
beta.plotLineCol
10 betaconv.ols

Details
This function calculates absolute and/or conditional beta convergence using ordinary least squares
regression (OLS) for estimation. It needs at least two vectors (GDP p.c. or another economic
variable, y, for i regions) and the related two points in time (t and t + T ). If the beta coefficient is
negative (using OLS) or positive (using NLS), there is beta convergence.
Value
nomic variables
betaconv.ols 11
Author(s)
Thomas Wieland
References
165-171.
1093.
See Also
rca, betaconv.nls, betaconv.speed, sigmaconv, sigmaconv.t, cv, sd2, var2
Examples
betaconv.ols (G.counties.gdp$gdppc2010, 2010, G.counties.gdp$gdppc2011, 2011,

regionaldummies <- to.dummy(G.counties.gdp$regional)

# Creating dummy variables for West/East
G.counties.gdp$West <- regionaldummies[,2]
G.counties.gdp$East <- regionaldummies[,1]
# Adding dummy variables to data
betaconv.ols (G.counties.gdp$gdppc2010, 2010, G.counties.gdp$gdppc2011, 2011,

conditions = G.counties.gdp[c(70,71)], print.results = TRUE)
# Two years, with condition (dummy for West/East)
# (Absolute and conditional beta convergence)
betaconverg1 <- betaconv.ols (G.counties.gdp$gdppc2010, 2010, G.counties.gdp$gdppc2011, 2011,

# Store results in object
betaconverg1$cbeta$estimates
12 betaconv.speed
# Addressing estimates for the conditional beta model
betaconv.ols (G.counties.gdp$gdppc2010, 2010, G.counties.gdp[65:66], 2012,

# Three years (2010-2012), no conditions (Absolute beta convergence)
betaconv.ols (G.counties.gdp$gdppc2010, 2010, G.counties.gdp[65:66], 2012,

# Three years (2010-2012), with conditions (Absolute and conditional beta convergence)
betaconverg2 <- betaconv.ols (G.counties.gdp$gdppc2010, 2010, G.counties.gdp[65:66],

2012, conditions = G.counties.gdp[c(70,71)], print.results = TRUE)
betaconverg2$cbeta$estimates
betaconv.speed Regional beta convergence: Convergence speed and half-life
Description
This function calculates the beta convergence speed and half-life based on a given beta value and
time interval.
Usage
betaconv.speed(beta, tinterval, print.results = TRUE)
Arguments
beta Beta value
tinterval Time interval (in time units, such as years)
Details
betaconv.speed 13
This function calculates the speed of convergence, λ, and the Half-Life, H, based on a given β value
and time interval.
Value
A matrix containing the following objects:
Lambda Lambda value (convergence speed)

Half-Life Half-life values
Author(s)
Thomas Wieland
References

165-171.
1093.
See Also
betaconv.nls, betaconv.ols, sigmaconv, sigmaconv.t, cv, sd2, var2

14 conc
Examples
speed <- betaconv.speed(-0.008070533, 1)
speed[1] # lambda
speed[2] # half-life
conc Measures of industry concentration
Description
Calculating three measures of industry concentration (Gini, Krugman, Hoover) for a set of I indus-
tries
Usage
conc(e_ij, industry.id, region.id, na.rm = TRUE)
Arguments
e_ij a numeric vector with the employment of the industry i in region j
industry.id a vector containing the IDs of the industries i
region.id a vector containing the IDs of the regions j
computing results
Details
This function is a convenient wrapper for all functions calculating measures of spatial concentration
of industries (Gini, Krugman, Hoover)
Value
A matrix with three columns (Gini coefficient, Krugman coefficient, Hoover coefficient) and I
rows (one for each regarded industry).
Author(s)
Thomas Wieland
References
Praxis”. Wiesbaden : Springer.
Schaetzl, L. (2000): “Wirtschaftsgeographie 2: Empirie”. Paderborn : Schoeningh.
converse 15
See Also
gini.conc, krugman.conc2, hoover
Examples
data(G.regions.industries)
conc_i <- conc (e_ij = G.regions.industries$emp_all,

industry.id = G.regions.industries$ind_code,
region.id = G.regions.industries$region_code)
converse Breaking point formula by Converse
Description
Calculating the breaking point between two cities or retail locations
Usage
converse(P_a, P_b, D_ab)
Arguments
P_a a single numeric value of attractivity/population size of location/city a
P_b a single numeric value of attractivity/population size of location/city b
D_ab a single numeric value of the transport costs (e.g. distance) between a and b
Details
The breaking point formula by Converse (1949) is a modification of the law of retail gravitation
by Reilly (1929, 1931) (see the functions reilly and reilly.lambda). The aim of the calculation
is to determine the boundaries of the market areas between two locations/cities in consideration of
their attractivity/population size and the transport costs (e.g. distance) between them. The models
by Reilly and Converse are simple spatial interaction models and are considered as deterministic
market area models due to their exact allocation of demand origins to locations. A probabilistic
approach including a theoretical framework was developed by Huff (1962) (see the function huff).
Value
a list with two values (B_a: distance from location a to breaking point, B_b: distance from location
b to breaking point)
Author(s)
Thomas Wieland
16 coulter
References
Berman, B. R./Evans, J. R. (2012): “Retail Management: A Strategic Approach”. 12th edition.
Bosten : Pearson.
Converse, P. D. (1949): “New Laws of Retail Gravitation”. In: Journal of Marketing, 14, 3, p.
379-384.
Huff, D. L. (1962): “Determination of Intra-Urban Retail Trade Areas”. Los Angeles : University
of California.
Levy, M./Weitz, B. A. (2012): “Retailing management”. 8th edition. New York : McGraw-Hill
Irwin.
Loeffler, G. (1998): “Market areas - a methodological reflection on their boundaries”. In: GeoJour-
nal, 45, 4, p. 265-272
Reilly, W. J. (1929): “Methods for the Study of Retail Relationships”. Studies in Marketing, 4.
Austin : Bureau of Business Research, The University of Texas.
Reilly, W. J. (1931): “The Law of Retail Gravitation”. New York.
See Also
huff, reilly
Examples
# Example from Huff (1962):
converse (400000, 200000, 80)
# two cities (population 400.000 and 200.000 with a distance separating them of 80 miles)
coulter Coulter Coefficient
Description
Calculating the Coulter Coefficient e.g. with respect to regional income
Usage
coulter(x, weighting = NULL, na.rm = TRUE)
Arguments
weighting a weighting vector, e.g. population
computing results
curvefit 17
Details
The Coulter Coefficient (CC) varies between 0 (no inequality/concentration) and 1 (complete in-
equality/concentration). It can be used for economic inequality and/or regional disparities (Port-
nov/Felsenstein 2010).
Value
A single numeric value of the Coulter Coefficient (0 < CC < 1).
Author(s)
Thomas Wieland
References
See Also
cv, gini, gini2, herf, theil, hoover, atkinson, dalton, disp
Examples
bip <- c(400,400,400, 400, NA)
bev <- c(1,1,1,200, NA)
coulter(bip, bev)
curvefit Curve fitting
Description
Curve fitting (similar to SPSS and Excel)
Usage
curvefit(x, y, y.max = NULL, extrapol = NULL,

plot.curves = TRUE, pcol = "black", ptype = 19, psize = 1,
lin.col = "blue", pow.col = "green", exp.col = "orange", logi.col = "red",
plot.title = "Curve fitting", plot.legend = TRUE,
xlab = "x", ylab = "y", y.min = NULL, ..., print.results = TRUE)
18 curvefit
Arguments
x a numeric vector containing the explanatory variable
y a numeric vector containing the dependent variable
y.max Optional: given maximum for the logistic regression function
extrapol a single numeric value for how many x units the dependent variable y shall be
extrapolated
plot.curves Logical argument that indicates whether the curves shall be plotted or not
pcol If plot.curves = TRUE: Point color
ptype If plot.curves = TRUE: Point type (pch)
psize If plot.curves = TRUE: Point size
lin.col If plot.curves = TRUE: Color of linear regression line
pow.col If plot.curves = TRUE: Color of power function regression line
exp.col If plot.curves = TRUE: Color of exponential function regression line
logi.col If plot.curves = TRUE: Color of logistic function regression line
plot.title If plot.curves = TRUE: Plot title
plot.legend If plot.curves = TRUE: Logical argument that indicates whether a legend is
added to the plot or not
xlab If plot.curves = TRUE: X axis label
ylab If plot.curves = TRUE: Y axis label
y.min Optional: Y axis minimum
... Optional: other plot parameters
print.results Logical argument that indicates whether the model results are shown or not
Details
Curve fitting for a given independent and dependent variable (y = f (x)). Similar to curve fitting in
SPSS or Excel. Fitting of nonlinear regression models (power, exponential, logistic) via intrinsically
linear models (Rawlings et al. 1998).
Value
A data frame containing the regression results (Parameters a and b, std. errors, t values, ...)
Author(s)
Thomas Wieland
References
Rawlings, J. O./Pantula, S. G./Dickey, D. A. (1998): “Applied Regression Analysis”. Springer. 2nd
edition.
cv 19
Examples
x <- 1:20
y <- 3-2*x
curvefit(x, y, plot.curves = TRUE)
# fit with plot
curvefit(x, y, extrapol=10, plot.curves = TRUE)
# fit and extrapolation with plot
x <- runif(20, min = 0, max = 100)

# some random data
# linear
y_resid <- runif(20, min = 0, max = 10)
# random residuals
y <- 3+(-0.112*x)+y_resid
curvefit(x, y)
# power
y_resid <- runif(20, min = 0.1, max = 0.2)
# random residuals
y <- 3*(x^-0.112)*y_resid
curvefit(x, y)
# exponential
# random residuals
y <- 3*exp(-0.112*x)*y_resid
curvefit(x, y)
# logistic
# random residuals
y <- 100/(1+exp(3+(-0.112*x)))*y_resid
curvefit(x, y)
cv Coefficient of variation
Description
Calculating the coefficient of variation (cv), standardized and non-standardized, weighted and non-
weighted
Usage
cv (x, is.sample = TRUE, coefnorm = FALSE, weighting = NULL,

wmean = FALSE, na.rm = TRUE)
20 cv
Arguments
x a numeric vector
is.sample logical argument that indicates if the dataset is a sample or the population (de-
fault: is.sample = TRUE, so the denominator of variance is n − 1)
coefnorm logical argument that indicates if the function output is the standardized cv (0 <
v∗ < 1) or not (0 < v < ∞) (default: coefnorm = FALSE)
weighting a numeric vector containing weighting data to compute the weighted coefficient
of variation (instead of the non-weighted cv)
wmean logical argument that indicates if the weighted mean is used when calculating
the weighted coefficient of variation
na.rm logical argument that whether NA values should be extracted or not
Details
The coefficient of variation, v, is a dimensionless measure of statistical dispersion (0 < v < ∞),
based on variance and standard deviation, respectively. From a regional economic perspective,
it is closely linked to the concept of sigma convergence (σ) which means a harmonization of re-
gional economic output or income over time, while the other type of convergence, beta conver-
gence (β), means a decline of dispersion because poor regions have a stronger growth than rich
regions (Capello/Nijkamp 2009). The cv allows to summarize regional disparities (e.g. dispari-
ties in regional GDP per capita) in one indicator and is more frequently used for this purpose than
the standard deviation, especially in analyzing of σ convergence over a long period (e.g. Lessmann
2005, Huang/Leung 2009, Siljak 2015). But the cv can also be used for any other types of disparities
or dispersion, such as disparities in supply (e.g. density of physicians or grocery stores).
The cv (variance, standard deviation) can be weighted by using a second weighting vector. As there
is more than one way to weight measures of statistical dispersion, this function uses the formula for
the weighted cv (vw ) from Sheret (1984). The cv can be standardized, while this function uses the
formula for the standardized cv (v∗, with 0 < v∗ < 1) from Kohn/Oeztuerk (2013). The vector x is
automatically treated as a sample (such as in the base sd function), so the denominator of variance
is n − 1, if it is not, set is.sample = FALSE.
Value
Single numeric value. If coefnorm = FALSE the function returns the non-standardized cv (0 < v <
∞). If coefnorm = TRUE the standardized cv (0 < v∗ < 1) is returned.
Author(s)
Thomas Wieland
References
Bahrenberg, G./Giese, E./Mevenkamp, N./Nipper, J. (2010): “Statistische Methoden in der Geogra-
phie. Band 1: Univariate und bivariate Statistik”. Stuttgart: Borntraeger.
dalton 21
Lessmann, C. (2005): “Regionale Disparitaeten in Deutschland und ausgesuchten OECD-Staaten

im Vergleich”. ifo Dresden berichtet, 3/2005. https://www.cesifo-group.de/DocDL/ifodb_
2005_3_25-33.pdf.
Huang, Y./Leung, Y. (2009): “Measuring Regional Inequality: A Comparison of Coefficient of
Variation and Hoover Concentration Index”. In: The Open Geography Journal, 2, p. 25-34.
Kohn, W./Oeztuerk, R. (2013): “Statistik fuer Oekonomen. Datenanalyse mit R und SPSS”. Berlin:
Springer.
Sheret, M. (1984): “The Coefficient of Variation: Weighting Considerations”. In: Social Indicators
Research, 15, 3, p. 289-295.
Siljak, D. (2015): “Real Economic Convergence in Western Europe from 1995 to 2013”. In: Inter-
national Journal of Business and Economic Development, 3, 3, p. 56-67.
See Also
gini, herf, hoover, rca
Examples
# Regional disparities / sigma convergence in Germany
data(G.counties.gdp)
# GDP per capita for German counties (Landkreise)
cvs <- apply (G.counties.gdp[54:68], MARGIN = 2, FUN = cv)
# Calculating cv for the years 2000-2014
years <- 2000:2014
plot(years, cvs, "l", ylim=c(0.3,0.6), xlab = "year",
ylab = "CV of GDP per capita")
# Plot cv over time
dalton Dalton Inequality Index
Description
Calculating the Dalton Inequality Index e.g. with respect to regional income
Usage
dalton(x, na.rm = TRUE)
Arguments
computing results
22 disp
Details
The Dalton Inequality Index (δ) can be used for economic inequality and/or regional disparities
(Portnov/Felsenstein 2010).
Value
A single numeric value of the Dalton Inequality Index.
Author(s)
Thomas Wieland
References
See Also
cv, gini, gini2, herf, theil, hoover, coulter, dalton, disp
Examples
dalton (c(10,10,10,10))
dalton (c(10,0,0,0))
dalton (c(10,1,1,1))
disp Concentration/inequality/dispersion measures
Description
Calculating a set of concentration/inequality/dispersion measures
Usage
disp(x, weighting = NULL, at.epsilon = 0.5, na.rm = TRUE)
Arguments
x a numeric vector or matrix or columns from a data frame
weighting a weighting vector, e.g. population
at.epsilon Weighting parameter for the Atkinson index
computing results
dist.buf 23
Details
This function is a convenient wrapper for all functions calculating concentration/inequality mea-
sures.
Value
A matrix containing the concentration/inequality measures.
Author(s)
Thomas Wieland
References
Gluschenko, K. (2018): “Measuring regional inequality: to weight or not to weight?” In: Spatial
Economic Analysis, 13, 1, p. 36-59.
See Also
atkinson, coulter, dalton, cv, gini2, herf, hoover, sd2, theil, williamson
Examples
data(Automotive)
disp(Automotive$Turnover2008)
disp(Automotive[4:8])
dist.buf Counting points in a buffer
Description
Counting points within a buffer of a given distance with points with given coordinates
Usage
dist.buf(startpoints, sp_id, lat_start, lon_start, endpoints, ep_id, lat_end, lon_end,

ep_sum = NULL, bufdist = 500, extract_local = TRUE, unit = "m")
24 dist.buf
Arguments
startpoints A data frame containing the start points
sp_id Column containing the IDs of the startpoints in the data frame startpoints
lat_start Column containing the latitudes of the start points in the data frame startpoints
lon_start Column containing the longitudes of the start points in the data frame startpoints
endpoints A data frame containing the points to count
ep_id Column containing the IDs of the points to count in the data frame endpoints
lat_end Column containing the latitudes of the points to count in the data frame endpoints
lon_end Column containing the longitudes of the points to count in the data frame endpoints
ep_sum Column of an additional variable in the data frame endpoints to sum
bufdist The buffer distance
extract_local Logical argument that indicates if the start points should be included or not
(default: TRUE)
unit Unit of the buffer distance: unit="m" for meters, unit="km" for kilometers or
unit="miles" for miles
Details
The function is based on the idea of a buffer analysis in GIS (Geographic Information System), e.g.
to count the points of interest within a given buffer distance.
Value
The function returns a list containing:
count_table A data.frame containing two columns: The start point IDs (from) and the
number of counted points in the given buffer distance (count_location)
distmat A data.frame containing the corresponding distance matrix wiht IxJ rows
Author(s)
Thomas Wieland
References
de Lange, N. (2013): “Geoinformatik in Theorie und Praxis”. 3rd edition. Berlin : Springer Spek-
trum.
Krider, R. E./Putler, R. S. (2013): “Which Birds of a Feather Flock Together? Clustering and
Avoidance Patterns of Similar Retail Outlets”. In: Geographical Analysis, 45, 2, p. 123-149
See Also
dist, dist.mat
dist.calc 25
Examples
citynames <- c("Goettingen", "Karlsruhe", "Freiburg")
lat <- c(51.556307, 49.009603, 47.9874)
lon <- c(9.947375, 8.417004, 7.8945)
cities <- data.frame(citynames, lat, lon)
dist.mat (cities, "citynames", "lat", "lon", cities, "citynames", "lat", "lon")
# Euclidean distance matrix (3 x 3 cities = 9 distances)
dist.buf (cities, "citynames", "lat", "lon", cities, "citynames", "lat", "lon", bufdist = 300000)
# Cities within 300 km
dist.calc Euclidean distance between coordinates
Description
Calculation of the euclidean distance between two points with stated coordinates (lat, lon)
Usage
dist.calc(lat1, lon1, lat2, lon2, unit = "km")
Arguments
lat1 Latitude of the regarded start point
lon1 Longitude of the regarded start point
lat2 Latitude of the regarded end point
lon2 Longitude of the regarded end point
unit Unit of the resulting distance: unit="m" for meters, unit="km" for kilometers
or unit="miles" for miles
Value
A single numeric value
Author(s)
Thomas Wieland
See Also
dist.buf, dist.mat
Examples
dist.calc(51.556307, 9.947375, 49.009603, 8.417004)
# about 304 kilometers
26 dist.mat
dist.mat Euclidean distance matrix between points
Description
Calculation of an euclidean distance matrix between points with stated coordinates (lat, lon)
Usage
dist.mat(startpoints, sp_id, lat_start, lon_start, endpoints, ep_id,
lat_end, lon_end, unit = "km")
Arguments
startpoints A data frame containing the start points
sp_id Column containing the IDs of the startpoints in the data frame startpoints
lat_start Column containing the latitudes of the start points in the data frame startpoints
lon_start Column containing the longitudes of the start points in the data frame startpoints
endpoints A data frame containing the end points
ep_id Column containing the IDs of the endpoints in the data frame endpoints
lat_end Column containing the latitudes of the end points in the data frame endpoints
lon_end Column containing the longitudes of the end points in the data frame endpoints
unit Unit of the resulting distance: unit="m" for meters, unit="km" for kilometers
or unit="miles" for miles
Details
The function calculates an euclidean distance matrix between points with stated coordinates (lat and
lon). While m start points and n end points are given, the output is a linear m ∗ n distance matrix.
Value
The function returns a data.frame containing 4 columns: The start point IDs (from), the end point
IDs (to), the combination of both (from_to) and the calculated distance (distance).
Author(s)
Thomas Wieland
References
de Lange, N. (2013): “Geoinformatik in Theorie und Praxis”. 3rd edition. Berlin : Springer Spek-
trum.
Avoidance Patterns of Similar Retail Outlets”. In: Geographical Analysis, 45, 2, p. 123-149
durpug 27
See Also
dist, dist.buf
Examples
lat <- c(51.556307, 49.009603, 47.9874)
lon <- c(9.947375, 8.417004, 7.8945)
cities <- data.frame(citynames, lat, lon)
dist.mat (cities, "citynames", "lat", "lon", cities, "citynames", "lat", "lon")
# Euclidean distance matrix (3 x 3 cities = 9 distances)
dist.buf (cities, "citynames", "lat", "lon", cities, "citynames", "lat", "lon", bufdist = 300000)
# Cities within 300 km
durpug Relative diversity index by Duranton and Puga
Description
Calculating the relative diversity index (RDI) by Duranton and Puga based on regional industry data
(normally employment data)
Usage
durpug(e_ij, e_i)
Arguments
e_ij a numeric vector with the employment of the industries i in region j
e_i a numeric vector with the all-over employment in the industries i
Value
A single numeric value of RDI
Author(s)
Thomas Wieland
References
Duranton, G./Puga, D. (2000): “Diversity and Specialisation in Cities: Why, Where and When Does
it Matter?”. In: Urban Studies, 37, 3, p. 533-555.
28 ellison.a
See Also
gini.spec, krugman.spec, hoover
Examples
# Example Goettingen:
data(Goettingen)
# Loads the data
durpug (Goettingen$Goettingen2008[2:13], Goettingen$BRD2008[2:13])

# Returns the Duranton-Puga RDI for Goettingen
ellison.a Ellison-Glaeser Agglomeration Index
Description
Calculating the Agglomeration Index by Ellison and Glaeser for a single industry i
Usage
ellison.a(e_ik, e_j, regions, print.results = TRUE)
Arguments
e_ik a numeric vector containing the no. of employees of firm k from industry i
e_j a numeric vector containing the no. of employees in the regions j
regions a vector containing the IDs/names of the regions j
print.results logical argument that indicates whether the function prints the results or not
(only for internal use)
Details
The Ellison-Glaeser Agglomeration Index is not standardized. A value of γi = 0 indicates a spatial
distribution of firms equal to a dartboard approach. Values below zero indicate spatial dispersion,
values greater than zero indicate clustering.
Value
A matrix with five columns (γi , Gi , zGi , Ki and HHIi ).
Author(s)
Thomas Wieland
ellison.a2 29
References
Ellison G./Glaeser, E. (1997): “Geographic concentration in u.s. manufacturing industries: A dart-
board approach”. In: Journal of Political Economy, 105, 5, p. 889-927.
Nakamura R./Morrison Paul, C. (2009): “Measuring agglomeration”. In: Capello, R./Nijkamp, P.
(eds): Handbook of Regional Growth and Development Theories, p. 305-328.
See Also
gini.conc, gini.spec, locq, locq2, howard.cl, howard.xcl, howard.xcl2, litzenberger,
litzenberger2
Examples
# Example from Farhauer/Kroell (2014):
j <- c("Wien", "Wien", "Wien", "Wien", "Wien", "Linz",
"Linz", "Linz", "Linz", "Graz")
E_ik <- c(200,650,12000,100,50,16000,13000,1500,1500,25000)
E_j <- c(500000,400000,100000)
ellison.a(E_ik, E_j, j)
# 0.05990628
ellison.a2 Ellison-Glaeser Agglomeration Index
Description
Calculating the Agglomeration Index by Ellison and Glaeser for a given number of I industries
Usage
ellison.a2(e_ik, industry, region, print.results = TRUE)
Arguments
industry a vector containing the IDs/names of the industries i
region a vector containing the IDs/names of the regions j
print.results logical argument that indicates whether the function prints the results or not
(only for internal use)
Details
The Ellison-Glaeser Agglomeration Index is not standardized. A value of γi = 0 indicates a spatial
distribution of firms equal to a dartboard approach. Values below zero indicate spatial dispersion,
values greater than zero indicate clustering.
30 ellison.c
Value
A matrix with five columns (γi , Gi , zGi , Ki and HHIi ) and I rows (one for each industry).
Author(s)
Thomas Wieland
References
See Also
ellison.a, gini.conc, gini.spec, locq, locq2, howard.cl, howard.xcl, howard.xcl2, litzenberger,
litzenberger2
Examples
# Example data from Farhauer/Kroell (2014):
data(FK2014_EGC)
ellison.a2 (FK2014_EGC$emp_firm, FK2014_EGC$industry,

FK2014_EGC$region)
ellison.c Ellison-Glaeser Coagglomeration Index
Description
Calculating the Coagglomeration Index by Ellison and Glaeser for one set of U industries
Usage
ellison.c(e_ik, industry, region, e_j = NULL, c.industries = NULL)
Arguments
e_j a numeric vector containing the total employment of the regions j
c.industries optional: a vector containing the regarded U industries (where U ≤ I)
ellison.c2 31
Details
The Ellison-Glaeser Coagglomeration Index is not standardized. A value of γc = 0 indicates
a spatial distribution of firms equal to a dartboard approach. Values below zero indicate spatial
dispersion, values greater than zero indicate clustering.
Value
A single value of γc
Author(s)
Thomas Wieland
References
See Also
ellison.a, ellison.a2, ellison.c2, gini.conc, gini.spec, locq, locq2, howard.cl, howard.xcl,
howard.xcl2, litzenberger, litzenberger2
Examples
data(FK2014_EGC)
ellison.c(FK2014_EGC$emp_firm, FK2014_EGC$industry,
FK2014_EGC$region, FK2014_EGC$emp_region)
ellison.c2 Ellison-Glaeser Coagglomeration Index
Description
Calculating the Coagglomeration Index by Ellison and Glaeser for IxI sets of two industries
Usage
ellison.c2(e_ik, industry, region, e_j = NULL, print.results = TRUE)
32 ellison.c2
Arguments
e_j a numeric vector containing the total employment of the regions j
print.results logical argument that indicates whether the results are printed or not (for internal
use)
Details
The Ellison-Glaeser Coagglomeration Index is not standardized. A value of γ c = 0 indicates
a spatial distribution of firms equal to a dartboard approach. Values below zero indicate spatial
dispersion, values greater than zero indicate clustering.
Value
A single value of γ c
Author(s)
Thomas Wieland
References
See Also
ellison.a, ellison.a2, ellison.c, gini.conc, gini.spec, locq, locq2, howard.cl, howard.xcl,
howard.xcl2, litzenberger, litzenberger2
Examples
data(FK2014_EGC)
ellison.c2(FK2014_EGC$emp_firm, FK2014_EGC$industry,
# this may take a while
EU28.emp 33
EU28.emp Eurostat national employment data 2004-2016
Description
Employment data for EU countires 2004-2016 (Source: Eurostat)
Usage
data("EU28.emp")
Format
unit measuring unit: thousand persones (THS_PER)

nace_r2 NACE industry classification
s_adj Adjustement of data: Not seasonally adjusted data (NSA)
na_item a factor with levels SAL_DC
geo NUTS nation code
time year
emp1000 Industry-specific employment in thousand persons
Source
Eurostat (2018): Breakdowns of GDP aggregates and employment data by main industries and
asset classes, Tab. code namq_10_a10_e. http://appsso.eurostat.ec.europa.eu/nui/show.
do?dataset=namq_10_a10_e. Own postprocessing.
Examples
data(EU28.emp)
EU28.emp[EU28.emp$time == 2016,]
# only data for 2016
34 FK2014_EGC
FK2014_EGC Fictional sample data of 42 firms
Description
Dataset with 42 firms from 4 industries in 3 regions (fictional sample data from Farhauer/Kroell
2014)
Usage
data("FK2014_EGC")
Format
region unique ID of the region

industry name of the industry (German language)
firm firm ID
emp_firm each firm’s no. of employees
emp_region total employment of the region
Source

References

Examples
data(FK2014_EGC)
ellison.c(FK2014_EGC$emp_firm, FK2014_EGC$industry,
Freiburg 35
Freiburg Employment data in Freiburg and Germany
Description
Dataset with industry-specific employment in Freiburg and Germany in the years 2008 and 2014
Usage
data("Freiburg")
Format
industry a factor with levels for the regarded industry based on the German official economic
statistics (WZ2008)
e_Freiburg2008 a numeric vector with industry-specific employment in Freiburg 2008
e_Freiburg2014 a numeric vector with industry-specific employment in Freiburg 2014
e_g_Freiburg_0814 a numeric vector containing the growth of industry-specific employment in
Freiburg 2008-2014, percentage
e_Germany2008 a numeric vector with industry-specific employment in Germany 2008
e_Germany2014 a numeric vector with industry-specific employment in Germany 2014
e_g_Germany_0814 a numeric vector containing the growth of industry-specific employment in
Germany 2008-2014, percentage
color a factor containg colors (blue, brown, ...)
Source
Statistische Aemter des Bundes und der Laender: Regionaldatenbank Deutschland, Tab. 254-74-4,
own calculations
Examples
data(Freiburg)
# Loads the data
growth(Freiburg$e_Freiburg2008, Freiburg$e_Freiburg2014, growth.type = "rate")
# Industry-specific growth rates for Freiburg 2008 to 2014
36 G.counties.gdp
G.counties.gdp Gross Domestic Product (GDP) per capita for German counties 1992-
2014
Description
The dataset contains the Gross Domestic Product (GDP) absolute and per capita (in EUR, at current
prices) for the 402 German counties (Landkreise) from 1992 to 2014.
Usage
data("G.counties.gdp")
Format
region_code_EU a factor containing der EU regional code

region_code a factor containing the German regional code
gdp1992 a numeric vector containing the GDP for German counties (Landkreise) for 1992
G.counties.gdp 37
pop1992 a numeric vector containing the population for German counties (Landkreise) for 1992
gdppc1992 a numeric vector containing the GDP per capita for German counties (Landkreise) for
1992
1994
1995
1996
1997
1998
1999
2000
38 G.counties.gdp
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
regional Region West or East
Details
For the years 1992 to 1999, the GDP data is incomplete.
Source
Arbeitskreis "Volkswirtschaftliche Gesamtrechnungen der Laender" im Auftrag der Statistischen
Aemter der 16 Bundeslaender, des Statistischen Bundesamtes und des Buergeramtes, Statistik und
Wahlen, Frankfurt a. M. (2016): “Bruttoinlandsprodukt, Bruttowertschoepfung in den kreisfreien
Staedten und Landkreisen der Bundesrepublik Deutschland 1992 und 1994 bis 2014”.
References
Arbeitskreis "Volkswirtschaftliche Gesamtrechnungen der Laender" im Auftrag der Statistischen
Aemter der 16 Bundeslaender, des Statistischen Bundesamtes und des Buergeramtes, Statistik und
Wahlen, Frankfurt a. M. (2016): “Bruttoinlandsprodukt, Bruttowertschoepfung in den kreisfreien
Staedten und Landkreisen der Bundesrepublik Deutschland 1992 und 1994 bis 2014”.
G.regions.emp 39
Examples
cvs <- apply (G.counties.gdp[54:68], MARGIN = 2, FUN = cv)
# Calculating cv for the years 2000-2014
years <- 2000:2014
plot(years, cvs, "l", ylim=c(0.3,0.6), xlab = "year",
ylab = "CV of GDP per capita")
# Plot cv over time
G.regions.emp Employment data for German regions 2008-2014
Description
The dataset contains the industry-specific employment in the German region ("Bundeslaender") for
the years 2008 to 2014.
Usage
data("G.regions.emp")
Format
industry a factor containing the industry (in German language, e.g. "Baugewerbe" = construction,
"Handel, Gastgewerbe, Verkehr (G-I)" = retail, hospitality industry and transport industry)
region a factor containing the names of the German regions (Bundeslaender)
year a numeric vector containing the related year
emp a numeric vector containing the related number of employees
Source
Statistische Aemter des Bundes und der Laender, Regionaldatenbank (2017): Sozialversicherungspflichtig
Beschaeftigte: Beschaeftigte am Arbeitsort nach Geschlecht, Nationalitaet und Wirtschaftszweigen
(Beschaeftigungsstatistik der Bundesagentur fuer Arbeit) - Stichtag 30.06. - regionale Ebenen(Tab.
254-74-4-B).
References
Statistische Aemter des Bundes und der Laender, Regionaldatenbank (2017): Sozialversicherungspflichtig
Beschaeftigte: Beschaeftigte am Arbeitsort nach Geschlecht, Nationalitaet und Wirtschaftszweigen
(Beschaeftigungsstatistik der Bundesagentur fuer Arbeit) - Stichtag 30.06. - regionale Ebenen(Tab.
254-74-4-B).
40 G.regions.industries
Examples
data(G.regions.emp)
# Concentration of construction industry in Germany
# based on 16 German regions (Bundeslaender) for the year 2008
construction2008 <- G.regions.emp[(G.regions.emp$industry == "Baugewerbe (F)" |
G.regions.emp$industry == "Insgesamt") & G.regions.emp$year == "2008",]
# only data for construction industry (Baugewerbe) and all-over (Insgesamt)
# for the 16 German regions in the year 2008
construction2008 <- construction2008[construction2008$region != "Insgesamt",]
# delete all-over data for all industries
gini.conc(construction2008[construction2008$industry=="Baugewerbe (F)",]$emp,
construction2008[construction2008$industry=="Insgesamt",]$emp)
# Concentration of financial industry in Germany 2008 vs. 2014

# based on 16 German regions (Bundeslaender) for 2008 and 2014
finance2008 <- G.regions.emp[(G.regions.emp$industry ==
"Erbringung von Finanz- und Vers.leistungen (K)" |
finance2008 <- finance2008[finance2008$region != "Insgesamt",]
gini.conc(finance2008[finance2008$industry ==
"Erbringung von Finanz- und Vers.leistungen (K)",]$emp,
finance2008[finance2008$industry=="Insgesamt",]$emp)
"Erbringung von Finanz- und Vers.leistungen (K)" | G.regions.emp$industry ==
"Insgesamt") & G.regions.emp$year == "2014",]
G.regions.industries Firms and employment data for German regions 2015
Description
The dataset contains the industry-specific firm stock and employment in the German regions ("Bun-
deslaender") for 2015.
Usage
data("G.regions.industries")
Format
year a numeric vector containing the related year

gifpro 41
region a factor containing the names of the German regions (Bundeslaender)

region_code a factor containing the codes of the German regions (Bundeslaender)
ind_code a factor containing the codes of the industries (WZ2008)
ind_name a factor containing the names of the industries (WZ2008)
firms a numeric vector containing the related number of firms
emp_all a numeric vector containing the related number of employees (incl. self-employed)
pop a numeric vector containing the related population
area_sqkm a numeric vector containing the related region size (in sqkm)
Source
Compiled from:
Statistisches Bundesamt (2019): Tab. 11111-0001 - Gebietsflaeche: Bundeslaender, Stichtag.
Statistisches Bundesamt (2019): Tab. 12411-0010 - Bevoelkerung: Bundeslaender, Stichtag.
Statistisches Bundesamt (2019): Tab. 13311-0002 - Erwerbstaetige, Arbeitnehmer, Selbstaendige
und mithelfende Familienangehoerige (im Inland): Bundeslaender, Jahre, Wirtschaftszweige (Ar-
beitskreis "Erwerbstaetigenrechnung des Bundes und der Laender").
Statistisches Bundesamt (2019): Tab. 52111-0004 - Betriebe (Unternehmensregister-System): Bun-
deslaender, Jahre, Wirtschaftszweige (Abschnitte), Beschaeftigtengroessenklassen.
Examples
data (G.regions.industries)
lqs <- locq2(e_ij = G.regions.industries$emp_all,

G.regions.industries$ind_code, G.regions.industries$region_code,
LQ.output = "df")
# output as data frame
lqs_sort <- lqs[order(lqs$LQ, decreasing = TRUE),]

# Sort decreasing by size of LQ
lqs_sort[1:5,]
gifpro Commercial area prognosis
Description
This function contains the basic GIFPRO model for commercial area prognosis (GIFPRO = Gewerbe-
und Industrieflaechenprognose)
Usage
gifpro(e_ij, a_i, sq_ij, rq_ij, ru_ij = NULL, ai_ij, time.base, tinterval = 1,
industry.names = NULL, output = "short")
42 gifpro
Arguments
e_ij a numeric vector with i values containing the current employment in i industries
in region j
a_i a numeric vector with i values containing the share of employees in industry i
which is located in commercial areas
sq_ij a numeric vector with i values containing the annual quote of resettled employ-
ees (Neuansiedlungsquote in German) in industry i, in percent
rq_ij a numeric vector with i values containing the annual quote of relocated employ-
ees (Verlagerungsquote in German) in industry i, in percent
ru_ij a numeric vector with i values containing the annual quote of employees in
industry i which is located in reused commercial area (Wiedernutzungsquote
in German), in percent (default: ru_ij = NULL, which represents a quote of 0
percent, meaning that no commercial area can be reused)
ai_ij a numeric vector with i values containing the areal index (Flaechenkennziffer
in German), representing the area requirement (e.g. in sqm) per employee in
industry i
time.base a single value representing the start time of the prognose (typically current year
+ 1)
tinterval a single value representing the forecast horizon (length of time into the future
for which the commercial area prognosis is done), in time units (e.g. tinterval
= 10 = 10 years)
industry.names a vector containing the industry names (e.g. from the relevant statistical classi-
fication of economic activities)
output Type of output: output = "short" (default) shows the final number of relevant
employment and commercial area requirement. If output = "full", employ-
ment and commercial area are displayed for each time unit (year)
Details
In municipal land use planning (mostly in Germany), the future need of local commercial area
(which is a type of land use, defined in official land-use plans) is mostly forecasted by models
founded on the GIFPRO model (Gewerbe- und Industrieflaechenbedarfsprognose, prognosis of
future demand of commercial area). GIFPRO is a demand-side model, which means predicting
the demand of commercial area based on a prognosis of future employment in different industries
(Bonny/Kahnert 2005). The key parameters of the model are the (assumed) shares of employees
located in commercial areas (ai ), the (assumed) quotas of resettlement (sqij ), relocation (rqij ) and
(sometimes) reuse (ruij ) as well as the (assumed) area requirement per employee (aiij ). Outgo-
ing from current employment in i industries in region j, eij , the future employment is predicted
based on the quotas mentioned above and, finally, multiplied by the industry-specific (and maybe
region-specific) areal index. The GIFPRO model has been modified and extended several times, es-
pecially with respect to industry- and region-specific employment growth, quotas and areal indices
(Deutsches Institut fuer Urbanistik 2010, Vallee et al. 2012).
Value
gifpro 43
components Matrices containing the single components (resettlement, relocation, reuse, rel-
evant employment)
results Matrices containing the final results per year and all over
Author(s)
Thomas Wieland
References
Bonny, H.-W./Kahnert, R. (2005): “Zur Ermittlung des Gewerbeflaechenbedarfs: Ein Vergleich
zwischen einer Monitoring gestuetzten Prognose und einer analytischen Bestimmung”. In: Raum-
forschung und Raumordnung, 63, 3, p. 232-240.
Deutsches Institut fuer Urbanistik (ed.) (2010): “Stadtentwicklungskonzept Gewerbe fuer die Lan-
deshauptstadt Potsdam”. Berlin. https://www.potsdam.de/sites/default/files/documents/
STEK_Gewerbe_Langfassung_2010.pdf (accessed October 13, 2017).
Vallee, D./Witte, A./Brandt, T./Bischof, T. (2012): “Bedarfsberechnung fuer die Darstellung von
Allgemeinen Siedlungsbereichen (ASB) und Gewerbe- und Industrieansiedlungsbereichen (GIB)
in Regionalplaenen”. Im Auftrag der Staatskanzlei des Landes Nordrhein-Westfalen. Abschluss-
bericht Oktober 2012. Aachen.
See Also
gifpro.tbs, portfolio, shift, shiftd, shifti
Examples
# Data for the city Kempten (2012):
emp2012 <- c(7228, 12452, 11589)
sharesCA <- c(100, 40, 10)
rsquote <- c(0.3, 0.3, 0.3)
rlquote <- c(0.7, 0.7, 0.7)
arealindex <- c(148, 148, 148)
industries <- c("Manufacturing", "Wholesale and retail trade, Transportation
and storage, Information and communication", "Other services")
gifpro (e_ij = emp2012, a_i = sharesCA, sq_ij = rsquote,

rq_ij = rlquote, ai_ij = arealindex, time.base = 2012,
tinterval = 13, industry.names = industries, output = "short")
# short output
gifpro (e_ij = emp2012, a_i = sharesCA, sq_ij = rsquote,

tinterval = 13, industry.names = industries, output = "full")
# full output
gifpro_results <- gifpro (e_ij = emp2012, a_i = sharesCA, sq_ij = rsquote,

tinterval = 13, industry.names = industries, output = "short")
# saving results as gifpro object
44 gifpro.tbs
gifpro_results$components
# single components
gifpro_results$results
# results (as shown in full output)
gifpro.tbs Trend-based and location-specific commercial area prognosis
Description
This function contains the TBS-GIFPRO model for commercial area prognosis (TBS-GIFPRO =
Trendbasierte und standortspezifische Gewerbe- und Industrieflaechenprognose; trend-based and
location-specific commercial area prognosis)
Usage
gifpro.tbs(e_ij, a_i, sq_ij, rq_ij, ru_ij = NULL, ai_ij,
time.base, tinterval = 1, prog.func = rep("lin", nrow(e_ij)),
prog.plot = TRUE, plot.single = FALSE,
multiplot.col = NULL, multiplot.row = NULL,
industry.names = NULL, emp.only = FALSE, output = "short")
Arguments
e_ij a numeric vector with i values containing the current employment in i industries
in region j
a_i a numeric vector with i values containing the share of employees in industry i
which is located in commercial areas
sq_ij a numeric vector with i values containing the annual quote of resettled employ-
ees (Neuansiedlungsquote in German) in industry i, in percent
rq_ij a numeric vector with i values containing the annual quote of relocated employ-
ees (Verlagerungsquote in German) in industry i, in percent
ru_ij a numeric vector with i values containing the annual quote of employees in
industry i which is located in reused commercial area (Wiedernutzungsquote
in German), in percent (default: ru_ij = NULL, which represents a quote of 0
percent, meaning that no commercial area can be reused)
ai_ij a numeric vector with i values containing the areal index (Flaechenkennziffer
in German), representing the area requirement (e.g. in sqm) per employee in
industry i
time.base a single value representing the start time of the prognose (typically current year
+ 1)
tinterval a single value representing the forecast horizon (length of time into the future
for which the commercial area prognosis is done), in time units (e.g. tinterval
= 10 = 10 years)
gifpro.tbs 45
prog.func a vector containing the estimation function types for employment prognosis
("lin" for linear, "pow" for power, "exp" for exponential and "logi" for logistic
function); must have the same length as e_ij and industry.names, respectively
prog.plot Logical argument that indicates if the employment prognoses have to be plotted
plot.single If prog.plot = TRUE: Logical argument that indicates if the plots are stored as
single graphic devices or integrated in one plot
multiplot.col No. of columns in plot
multiplot.row No. of rows in plot
industry.names a vector containing the industry names (e.g. from the relevant statistical classi-
fication of economic activities)
emp.only Logical argument that indicates if the analysis only contains employment prog-
nosis
output Type of output: output = "short" (default) shows the final number of relevant
employment and commercial area requirement. If output = "full", employ-
ment and commercial area are displayed for each time unit (year)
Details
In municipal land use planning (mostly in Germany), the future need of local commercial area
(which is a type of land use, defined in official land-use plans) is mostly forecasted by models
founded on the GIFPRO model (Gewerbe- und Industrieflaechenbedarfsprognose, prognosis of
future demand of commercial area). GIFPRO is a demand-side model, which means predicting
the demand of commercial area based on a prognosis of future employment in different industries
(Bonny/Kahnert 2005). The key parameters of the model are the (assumed) shares of employees
located in commercial areas (ai ), the (assumed) quotas of resettlement (sqij ), relocation (rqij ) and
(sometimes) reuse (ruij ) as well as the (assumed) area requirement per employee (aiij ). Outgo-
ing from current employment in i industries in region j, eij , the future employment is predicted
based on the quotas mentioned above and, finally, multiplied by the industry-specific (and maybe
region-specific) areal index. The GIFPRO model has been modified and extended several times, es-
pecially with respect to industry- and region-specific employment growth, quotas and areal indices
(Deutsches Institut fuer Urbanistik 2010, Vallee et al. 2012).
This function contains the TBS-GIFPRO model for commercial area prognosis (TBS-GIFPRO =
Trendbasierte und standortspezifische Gewerbe- und Industrieflaechenprognose; trend-based and
location-specific commercial area prognosis) (Deutsches Institut fuer Urbanistik 2010).
Value
components List with matrices containing the single components (resettlement, relocation,
reuse, relevant employment)
results List with matrices containing the final results per year and all over as well as the
industry-specific forecast data
Author(s)
Thomas Wieland
46 gini
References
Bonny, H.-W./Kahnert, R. (2005): “Zur Ermittlung des Gewerbeflaechenbedarfs: Ein Vergleich
zwischen einer Monitoring gestuetzten Prognose und einer analytischen Bestimmung”. In: Raum-
forschung und Raumordnung, 63, 3, p. 232-240.
Deutsches Institut fuer Urbanistik (ed.) (2010): “Stadtentwicklungskonzept Gewerbe fuer die Lan-
deshauptstadt Potsdam”. Berlin. https://www.potsdam.de/sites/default/files/documents/
STEK_Gewerbe_Langfassung_2010.pdf (accessed October 13, 2017).
Vallee, D./Witte, A./Brandt, T./Bischof, T. (2012): “Bedarfsberechnung fuer die Darstellung von
Allgemeinen Siedlungsbereichen (ASB) und Gewerbe- und Industrieansiedlungsbereichen (GIB)
in Regionalplaenen”. Im Auftrag der Staatskanzlei des Landes Nordrhein-Westfalen. Abschluss-
bericht Oktober 2012.
See Also
gifpro, portfolio, shift, shiftd, shifti
Examples
# Data for Goettingen:
data(Goettingen)
anteileGOE <- rep(100,15)

nvquote <- rep (0.3, 15)
vlquote <- rep (0.7, 15)
gifpro.tbs (e_ij = Goettingen[2:16,3:12],

a_i = anteileGOE, sq_ij = nvquote,
rq_ij = vlquote, tinterval = 12, prog.func =
rep("lin", nrow(Goettingen[2:16,3:12])),
ai_ij = 150, time.base = 2008, output = "full",
industry.names = Goettingen$WZ2008_Code[2:16],
prog.plot = TRUE, plot.single = FALSE)
gini Gini coefficient
Description
Calculating the Gini coefficient of inequality (or concentration), standardized and non-standardized,
and optionally plotting the Lorenz curve
Usage
gini(x, coefnorm = FALSE, weighting = NULL, na.rm = TRUE, lc = FALSE,
lcx = "% of objects", lcy = "% of regarded variable",
lctitle = "Lorenz curve", le.col = "blue", lc.col = "black",
lsize = 1, ltype = "solid",
gini 47
bg.col = "gray95", bgrid = TRUE, bgrid.col = "white",

bgrid.size = 2, bgrid.type = "solid",
lcg = FALSE, lcgn = FALSE, lcg.caption = NULL,
lcg.lab.x = 0, lcg.lab.y = 1, add.lc = FALSE)
Arguments
x A numeric vector (e.g. dataset of household income, sales turnover or supply)
coefnorm logical argument that indicates if the function output is the non-standardized or
the standardized Gini coefficient (default: coefnorm = FALSE, that means the
non-standardized Gini coefficient is returned)
weighting A numeric vector containing the weighting data (e.g. size of income classes
when calculating a Gini coefficient for aggregated income data)
computing results
lc logical argument that indicates if the Lorenz curve is plotted additionally (de-
fault: lc = FALSE, so no Lorenz curve is displayed)
lcx if lc = TRUE (plot of Lorenz curve), lcx defines the x axis label
lcy if lc = TRUE (plot of Lorenz curve), lcy defines the y axis label
lctitle if lc = TRUE (plot of Lorenz curve), lctitle defines the overall title of the
Lorenz curve plot
le.col if lc = TRUE (plot of Lorenz curve), le.col defines the color of the diagonale
(line of equality)
lc.col if lc = TRUE (plot of Lorenz curve), lc.col defines the color of the Lorenz curve
lsize if lc = TRUE (plot of Lorenz curve), lsize defines the size of the lines (default:
1)
ltype if lc = TRUE (plot of Lorenz curve), ltype defines the type of the lines (default:
"solid")
bg.col if lc = TRUE (plot of Lorenz curve), bg.col defines the background color of the
plot (default: "gray95")
bgrid if lc = TRUE (plot of Lorenz curve), the logical argument bgrid defines if a grid
is shown in the plot
bgrid.col if lc = TRUE (plot of Lorenz curve) and bgrid = TRUE (background grid), bgrid.col
defines the color of the background grid (default: "white")
bgrid.size if lc = TRUE (plot of Lorenz curve) and bgrid = TRUE (background grid), bgrid.size
defines the size of the background grid (default: 2)
bgrid.type if lc = TRUE (plot of Lorenz curve) and bgrid = TRUE (background grid), bgrid.type
defines the type of lines of the background grid (default: "solid")
lcg if lc = TRUE (plot of Lorenz curve), the logical argument lcg defines if the non-
standardized Gini coefficient is displayed in the Lorenz curve plot
lcgn if lc = TRUE (plot of Lorenz curve), the logical argument lcgn defines if the
48 gini
lcg.caption if lcg = TRUE (displaying the Gini coefficient in the plot), lcg.caption speci-
fies the caption above the coefficients
lcg.lab.x if lcg = TRUE (displaying the Gini coefficient in the plot), lcg.lab.x specifies
the x coordinate of the label
lcg.lab.y if lcg = TRUE (displaying the Gini coefficient in the plot), lcg.lab.y specifies
the y coordinate of the label
add.lc if lc = TRUE (plot of Lorenz curve), add.lc specifies if a new Lorenz curve is
plotted (add.lc = "FALSE") or the plot is added to an existing Lorenz curve plot
(add.lc = "TRUE")
Details
The Gini coefficient (Gini 1912) is a popular measure of statistical dispersion, especially used for
analyzing inequality or concentration. The Lorenz curve (Lorenz 1905), though developed inde-
pendently, can be regarded as a graphical representation of the degree of inequality/concentration
calculated by the Gini coefficient (G) and can also be used for additional interpretations of it. In
an economic-geographical context, these methods are frequently used to analyse the concentra-
tion/inequality of income or wealth within countries (Aoyama et al. 2011). Other areas of appli-
cation are analyzing regional disparities (Lessmann 2005, Nakamura 2008) and concentration in
markets (sales turnover of competing firms) which makes Gini and Lorenz part of economic statis-
tics in general (Doersam 2004, Roberts 2014).
The Gini coefficient (G) varies between 0 (no inequality/concentration) and 1 (complete inequal-
ity/concentration). The Lorenz curve displays the deviations of the empirical distribution from a
perfectly equal distribution as the difference between two graphs (the distribution curve and a di-
agonal line of perfect equality). This function calculates G and plots the Lorenz curve optionally.
As there are several ways to calculate the Gini coefficient, this function uses the formula given in
Doersam (2004). Because the maximum of G is not equal to 1, also a standardized coefficient (G∗)
with a maximum equal to 1 can be calculated alternatively. If a Gini coefficient for aggregated
data (e.g. income classes with averaged incomes) or the Gini coefficient has to be weighted, use a
weighting vector (e.g. size of the income classes).
Value
A single numeric value of the Gini coefficient (0 < G < 1) or the standardized Gini coefficient
(0 < G∗ < 1) and, optionally, a plot of the Lorenz curve.
Author(s)
Thomas Wieland
References
Aoyama, Y./Murphy, J. T./Hanson, S. (2011): “Key Concepts in Economic Geography”. London :
SAGE.
Cerlani, L./Verme, P. (2012): “The origins of the Gini index: extracts from Variabilita e Mutabilita
(1912) by Corrado Gini”. In: The Journal of Economic Inequality, 10, 3, p. 421-443.
gini 49
Doersam, P. (2004): “Wirtschaftsstatistik anschaulich dargestellt”. Heidenau : PD-Verlag.

Gini, C. (1912): “Variabilita e Mutabilita”. Contributo allo Studio delle Distribuzioni e delle Re-
lazioni Statistiche. Bologna : Cuppini.
2005_3_25-33.pdf.
Lorenz, M. O. (1905): “Methods of Measuring the Concentration of Wealth”. In: Publications of
the American Statistical Association, 9, 70, p. 209-219.
Nakamura, R. (2008): “Agglomeration Effects on Regional Economic Disparities: A Comparison
between the UK and Japan”. In: Urban Studies, 45, 9, p. 1947-1971.
Roberts, T. (2014): “When Bigger Is Better: A Critique of the Herfindahl-Hirschman Index’s Use
to Evaluate Mergers in Network Industries”. In: Pace Law Review, 34, 2, p. 894-946.
See Also
cv, gini.conc, gini.spec, herf, hoover
Examples
# Market concentration (example from Doersam 2004):
sales <- c(20,50,20,10)
# sales turnover of four car manufacturing companies
gini (sales, lc = TRUE, lcx = "percentage of companies", lcy = "percentrage of sales",
lctitle = "Lorenz curve of sales", lcg = TRUE, lcgn = TRUE)
# returs the non-standardized Gini coefficient (0.3) and
# plots the Lorenz curve with user-defined title and labels
gini (sales, coefnorm = TRUE)
# returns the standardized Gini coefficient (0.4)
# Income classes (example from Doersam 2004):

income <- c(500, 1500, 2500, 4000, 7500, 15000)
# average income of 6 income classes
sizeofclass <- c(1000, 1200, 1600, 400, 200, 600)
# size of income classes
gini (income, weighting = sizeofclass)
# returns the non-standardized Gini coefficient (0.5278)

data(Automotive)
50 gini.conc
# Regional disparities in Germany:

gdp <- c(460.69, 549.19, 124.16, 65.29, 31.59, 109.27, 263.44, 39.87, 258.53,
645.59, 131.95, 35.03, 112.66, 56.22, 85.61, 56.81)
# GDP of german regions (Bundeslaender) 2015 (in billion EUR)
gini(gdp)
# returs the non-standardized Gini coefficient (0.5009)
gini.conc Gini coefficient of spatial industry concentration
Description
Calculating the Gini coefficient of spatial industry concentration based on regional industry data
(normally employment data)
Usage
gini.conc(e_ij, e_j, lc = FALSE, lcx = "% of objects",
lcy = "% of regarded variable", lctitle = "Lorenz curve",
le.col = "blue", lc.col = "black", lsize = 1, ltype = "solid",
bgrid.size = 2, bgrid.type = "solid", lcg = FALSE, lcgn = FALSE,
lcg.caption = NULL, lcg.lab.x = 0, lcg.lab.y = 1,
add.lc = FALSE, plot.lc = TRUE)
Arguments
e_j a numeric vector with the employment in region j
Lorenz curve plot
(line of equality)
1)
"solid")
gini.conc 51
(add.lc = "TRUE")
plot.lc logical argument that indicates if the Lorenz curve itself is plotted (if plot.lc
= FALSE, only the line of equality is plotted))
Details
The Gini coefficient of spatial industry concentration (Gi ) is a special spatial modification of the
Gini coefficient of inequality (see the function gini()). It represents the rate of spatial concentra-
tion of the industry i referring to j regions (e.g. cities, counties, states). The coefficient Gi varies
between 0 (perfect distribution, respectively no concentration) and 1 (complete concentration in one
region). Optionally a Lorenz curve is plotted (if lc = TRUE).
Value
A single numeric value (0 < Gi < 1)
Author(s)
Thomas Wieland
References
Nakamura, R./Morrison Paul, C. J. (2009): “Measuring agglomeration”. In: Capello, R./Nijkamp,
P. (eds.): Handbook of Regional Growth and Development Theories. Cheltenham: Elgar. p. 305-
328.
52 gini.spec
See Also
gini, gini.spec
Examples
E_ij <- c(500,500,1000,7000,1000)
# employment of the industry in five regions
E_j <- c(20000,15000,20000,40000,5000)
# employment in the five regions
gini.conc (E_ij, E_j)
# Returns the Gini coefficient of industry concentration (0.4068966)
data(G.regions.emp)
# Concentration of construction industry in Germany
# based on 16 German regions (Bundeslaender) for the year 2008
construction2008 <- G.regions.emp[(G.regions.emp$industry == "Baugewerbe (F)" |
# only data for construction industry (Baugewerbe) and all-over (Insgesamt)
# for the 16 German regions in the year 2008
construction2008 <- construction2008[construction2008$region != "Insgesamt",]
gini.conc(construction2008[construction2008$industry=="Baugewerbe (F)",]$emp,
construction2008[construction2008$industry=="Insgesamt",]$emp)
# Concentration of financial industry in Germany 2008 vs. 2014

# based on 16 German regions (Bundeslaender) for 2008 and 2014
"Erbringung von Finanz- und Vers.leistungen (K)" |
"Erbringung von Finanz- und Vers.leistungen (K)" | G.regions.emp$industry ==
"Insgesamt") & G.regions.emp$year == "2014",]
gini.spec Gini coefficient of regional specialization
Description
Calculating the Gini coefficient of regional specialization based on regional industry data (normally
employment data)
gini.spec 53
Usage
gini.spec(e_ij, e_i, lc = FALSE, lcx = "% of objects",
lcy = "% of regarded variable", lctitle = "Lorenz curve",
le.col = "blue", lc.col = "black", lsize = 1, ltype = "solid",
bgrid.size = 2, bgrid.type = "solid", lcg = FALSE, lcgn = FALSE,
lcg.caption = NULL, lcg.lab.x = 0, lcg.lab.y = 1,
add.lc = FALSE, plot.lc = TRUE)
Arguments
e_i a numeric vector with the employment in the industries i
Lorenz curve plot
(line of equality)
1)
"solid")
54 gini.spec
(add.lc = "TRUE")
Details
The Gini coefficient of regional specialization (Gj ) is a special spatial modification of the Gini
coefficient of inequality (see the function gini()). It represents the degree of regional specialization
of the region j referring to i industries. The coefficient Gj varies between 0 (no specialization) and
1 (complete specialization). Optionally a Lorenz curve is plotted (if lc = TRUE).
Value
A single numeric value (0 < Gj < 1)
Author(s)
Thomas Wieland
References
328.
See Also
gini, gini.conc
Examples
E_ij <- c(700,600,500,10000,40000)
# employment of five industries in the region
E_i <- c(30000,15000,10000,60000,50000)
# over-all employment in the five industries
gini.spec (E_ij, E_i)
# Returns the Gini coefficient of regional specialization (0.6222222)
# Example Freiburg
data(Freiburg)
gini2 55
# Loads the data

E_ij <- Freiburg$e_Freiburg2014
# industry-specific employment in Freiburg 2014
E_i <- Freiburg$e_Germany2014
# industry-specific employment in Germany 2014
gini.spec (E_ij, E_i)
# Returns the Gini coefficient of regional specialization (0.2089009)
# Example Goettingen
data(Goettingen)
# Loads the data
gini.spec(Goettingen$Goettingen2017[2:16], Goettingen$BRD2017[2:16])
# Returns the Gini coefficient of regional specialization 2017 (0.359852)
gini2 Gini coefficient
Description
Calculating the Gini coefficient of inequality (or concentration), standardized and non-standardized,
and optionally plotting the Lorenz curve
Usage
gini2(x, weighting = NULL, coefnorm = FALSE, na.rm = TRUE)
Arguments
x A numeric vector (e.g. dataset of regional incomes)
weighting A numeric vector containing the weighting data (e.g. regional population)
the standardized Gini coefficient (default: coefnorm = FALSE, which means the
non-standardized Gini coefficient is returned)
computing results
Details
analyzing inequality or concentration. In an economic-geographical context, the Gini coefficient
is frequently used to analyse the concentration/inequality of income or wealth within countries
(Aoyama et al. 2011). Other areas of application are analyzing regional disparities (Lessmann
2005, Nakamura 2008) and concentration in markets (sales turnover of competing firms).
ity/concentration). This function calculates G. As there are several ways to calculate the Gini
coefficient, this function uses the formula given in Doersam (2004). Because the maximum of G is
not equal to 1, also a standardized coefficient (G∗) with a maximum equal to 1 can be calculated
alternatively. If a Gini coefficient for aggregated data (e.g. income classes with averaged incomes)
or the Gini coefficient has to be weighted, use a weighting vector (e.g. size of the income classes).
56 gini2
Value
A single numeric value of the Gini coefficient (0 < G < 1) or the standardized Gini coefficient
(0 < G∗ < 1) and, optionally, a plot of the Lorenz curve.
Author(s)
Thomas Wieland
References
SAGE.
2005_3_25-33.pdf.
See Also
Examples
sales <- c(20,50,20,10)
gini (sales, lc = TRUE, lcx = "percentage of companies", lcy = "percentrage of sales",
# returs the non-standardized Gini coefficient (0.3) and
gini (sales, coefnorm = TRUE)
# returns the standardized Gini coefficient (0.4)

income <- c(500, 1500, 2500, 4000, 7500, 15000)
Goettingen 57

sizeofclass <- c(1000, 1200, 1600, 400, 200, 600)
gini (income, weighting = sizeofclass)
# returns the non-standardized Gini coefficient (0.5278)

data(Automotive)

gdp <- c(460.69, 549.19, 124.16, 65.29, 31.59, 109.27, 263.44, 39.87, 258.53,
645.59, 131.95, 35.03, 112.66, 56.22, 85.61, 56.81)
# GDP of german regions (Bundeslaender) 2015 (in billion EUR)
gini(gdp)
# returs the non-standardized Gini coefficient (0.5009)
Goettingen Employment data for Goettingen and Germany 2008-2017
Description
This dataset contains the employees in 15 economic sections (German Classification of Economic
Activities WZ2008) for the city Goettingen and Germany regarding the years 2008-2017 (date: 30
June each year).
Usage
data("Goettingen")
Format
WZ2008_Code a factor containing the code of the industry (15 economic sections from the German
Classification of Economic Activities WZ2008 + total employees), in German language
WZ2008_Name a factor containing the name of the industry (15 economic sections from the German
Classification of Economic Activities WZ2008 + total employees), in German language
Goettingen2008 industry employees in the city of Goettingen 2008
58 Goettingen

BRD2008 industry employees in Germany 2008
Source
Bundesagentur fuer Arbeit (2018): “Beschaeftigungsstatistik, Beschaeftigte nach Wirtschaftszweigen
(WZ 2008) (Zeitreihe Quartalszahlen) in Deutschland”. http://statistik.arbeitsagentur.
de/Navigation/Statistik/Statistik-nach-Themen/Beschaeftigung/Beschaeftigung-Nav.
html (accessed October 10, 2018). Own postprocessing (filtering and aggregation).
Stadt Goettingen - Referat Statistik und Wahlen (2008): “Stadt Goettingen: Beschaeftigte nach
Wirtschaftsbereichen und Wirtschaftsabschnitten 1980 bis 2018. Table: IS 071.20”. https://
duva-stg-extern.kdgoe.de/Informationsportal/Dateien/071.20-2018.pdf (accessed Novem-
ber 21, 2019).
References
Bundesagentur fuer Arbeit (2018): “Beschaeftigungsstatistik, Beschaeftigte nach Wirtschaftszweigen
(WZ 2008) (Zeitreihe Quartalszahlen) in Deutschland”. http://statistik.arbeitsagentur.
de/Navigation/Statistik/Statistik-nach-Themen/Beschaeftigung/Beschaeftigung-Nav.
html (accessed October 10, 2018).
Federal Statistical Office Germany (2008): “Classification of Economic Activities, Edition 2008
(WZ 2008)”. https://www.klassifikationsserver.de/klassService/jsp/common/url.jsf?
variant=wz2008&lang=EN (accessed June 07, 2019).
Stadt Goettingen - Referat Statistik und Wahlen (2008): “Stadt Goettingen: Beschaeftigte nach
Wirtschaftsbereichen und Wirtschaftsabschnitten 1980 bis 2018. Table: IS 071.20”. https://
duva-stg-extern.kdgoe.de/Informationsportal/Dateien/071.20-2018.pdf (accessed Novem-
ber 21, 2019).
GoettingenHealth1 59
Examples
data(Goettingen)
# Location quotients for Goettingen 2017:

locq (Goettingen$Goettingen2017[2:16], Goettingen$Goettingen2017[1],
Goettingen$BRD2017[2:16], Goettingen$BRD2017[1])
# Gini coefficient of regional specialization 2017:

gini.spec(Goettingen$Goettingen2017[2:16], Goettingen$BRD2017[2:16])
# Krugman coefficient of regional specialization 2017:

krugman.spec(Goettingen$Goettingen2017[2:16], Goettingen$BRD2017[2:16])
GoettingenHealth1 Healthcare providers in South Lower Saxony
Description
Dataset with healthcare providers (general practitioners, psychotherapists, pharmacies) in two Ger-
man counties (Goettingen and Northeim)
Usage
data("GoettingenHealth1")
Format
location a numeric vector with unique IDs of the healthcare providers
lat Latitude
lon Longitude
type Type of healthcare provider: general practitioners (phyh_gen), psychotherapists (psych) or
pharmacies (pharm)
district a numeric vector containing the IDs of the district the specific provider is located in
Source
Wieland T./Dittrich, C. (2016): “Bestands- und Erreichbarkeitsanalyse regionaler Gesundheitsein-
richtungen in der Gesundheitsregion Goettingn”. Research report, Georg-August-Universitaet Goeot-
tingen, Geographisches Institut, Abteilung Humangeographie. http://webdoc.sub.gwdg.de/
pub/mon/2016/3-wieland.pdf.
References
60 GoettingenHealth2
Examples
## Not run:
data(GoettingenHealth1)
# general practitioners, psychotherapists and pharmacies
area_goe <- 1753000000

# area of Landkreis Goettingen (sqm)
area_nom <- 1267000000
# area of Landkreis Northeim (sqm)
area_gn <- area_goe+area_nom
sqrt(area_gn/pi)
# this takes some seconds

ripley(GoettingenHealth1[GoettingenHealth1$type == "phys_gen",],
"location", "lat", "lon", area = area_gn, t.max = 30000, t.sep = 300)
ripley(GoettingenHealth1[GoettingenHealth1$type == "pharm",],
ripley(GoettingenHealth1[GoettingenHealth1$type == "psych",],
## End(Not run)
GoettingenHealth2 Healthcare provision in South Lower Saxony
Description
Dataset with districts in two German counties (Goettingen and Northeim) and the corresponding
healthcare providers (general practitioners, psychotherapists, pharmacies) and population size
Usage
data("GoettingenHealth2")
Format
district a numeric vector containing the IDs of the district
pop no. of inhabitants
lat Latitude
lon Longitude
phys_gen no. of general practitioners
psych no. of psychotherapists
pharm no. of pharmacies
growth 61
Source
References
Examples
# districts with healthcare providers and population size
williamson((GoettingenHealth2$phys_gen/GoettingenHealth2$pop),
GoettingenHealth2$pop)
growth Growth rates
Description
This function calculates the growth from two input numeric vectors
Usage
growth(val1, val2, growth.type = "growth",
output = "rate", rate.perc = FALSE, log.rate = FALSE,
factor.mean = "mean", time.periods = NULL)
Arguments
val1 First numeric vector (e.g. employment at time t)
val2 Second numeric vector (e.g. employment at time t) or data frame for times t+1,
t+2, t+3, ..., t+n
growth.type Type of growth value that has to be calculated (absolute values or growth rate)
output Type of output in the case of several years: growth rate (default: output =
"rate") or annual values (output = "annual")
rate.perc Logical argument that indicates whether growth rates are expressed in percent
or not
log.rate Logical argument that indicates whether growth rates are logged or not
factor.mean If growth factors are returned: arithmetic mean (factor.mean = "mean") or ge-
ometric mean (factor.mean = "geom")
time.periods No. of regarded time periods (for average growth rates)
62 hansen
Value
A numeric vector containing the growth rates in the same order as stated
Author(s)
Thomas Wieland
Examples
region_A_t <- c(90,20,10,60)
region_A_t1 <- c(100,40,10,55)
# data for region A (time t and t+1)
nation_X_t <- c(400,150,150,400)
nation_X_t1 <- c(440,210,135,480)
# data for the national economy (time t and t+1)
growth(region_A_t, region_A_t1)
data(Freiburg)
# Loads the data
growth(Freiburg$e_Freiburg2008, Freiburg$e_Freiburg2014, growth.type = "rate")
# Industry-specific growth rates for Freiburg 2008 to 2014
hansen Hansen accessibility
Description
Calculating the Hansen accessibility for given origins and destinations
Usage
hansen(od_dataset, origins, destinations, attrac, dist, gamma = 1, lambda = -2,
atype = "pow", dtype = "pow", gamma2 = NULL, lambda2 = NULL, dist_const = 0,
dist_max = NULL, extract_local = FALSE, accnorm = FALSE, check_df = TRUE,
print.results = TRUE)
Arguments
od_dataset an interaction matrix which is a data.frame containing the origins, destina-
tions, the distances between them and a size variable for the opportunities of the
destinations
origins the column in the interaction matrix od_dataset containing the origins
destinations the column in the interaction matrix od_dataset containing the destinations
attrac the column in the interaction matrix od_dataset containing the "attractivity"
variable of the destinations (e.g. no. of opportunities)
hansen 63
dist the column in the interaction matrix od_dataset containing the transport costs
(e.g. travelling time, distance)
gamma a single numeric value for the exponential weighting (γ) of size (default: 1)
lambda a single numeric value for the exponential weighting (λ) of distance (transport
costs, default: -2)
atype Type of attractivity weighting function: atype = "pow" (power function), atype
= "exp" (exponential function) or atype = "logistic" (default: atype = "pow")
dtype Type of distance weighting function: dtype = "pow" (power function), dtype =
"exp" (exponential function) or dtype = "logistic" (default: dtype = "pow")
gamma2 if atype = "logistic" a second γ parameter is needed
lambda2 if dtype = "logistic" a second λ parameter is needed
dist_const a numeric value of a constant to be added to the transport costs (e.g. 1)
dist_max a numeric value of a maximal value of transport costs for the opportunities to
be recognized
extract_local logical argument that indicates if the start points should be included in the anal-
ysis or not (if i = j). Default value: extract_local = FALSE
accnorm logical argument that indicates if the Hansen accessibility should be standard-
ized
check_df logical argument that indicates if the given dataset is checked for correct input,
only for internal use, should not be deselected (default: TRUE)
print.results logical argument that indicates if the results are shown (default: TRUE)
Details
Accessibility and the inhibiting effect of transport costs on spatial interactions belong to the key
concepts of economic geography (Aoyama et al. 2011). The Hansen accessibility (Hansen 1959)
can be regarded as a potential model of spatial interaction that describes accessibility as the sum
of all opportunities O in the regions j, OP j , weighted by distance or other types of transport costs
from the origins, i, to them, dij : Ai = j Oj f (dij ). The distance/travel time is weighted by a
distance decay function (f (dij )) to reflect the disutility (opportunity costs) of distance. From a mi-
croeconomic perspective, the accessibility of a region or zone can be seen as the sum of all utilities
of every opportunity outgoing from given starting points, given an utility function containing the
opportunities (utility) and transport costs (disutility) (Orpana/Lampinen 2003). As the accessibility
model originally comes from urban land use theory, it can also be used to model spatial concentra-
tion/agglomeration, e.g. to quantify the rate of agglomeration of retail locations (Orpana/Lampinen
2003, Wieland 2015).
Originally the weighting function of distance is not explicitly stated and the "attractivities" (e.g. size
of the activity at the destinations) is not weighted. These specifications are relaxed is this function,
so both variables can be weighted by a power, exponential or logistic function. If accnorm = TRUE,
the Hansen accessibility is standardized by weighting the non-standardized values by the sum of all
opportunities without regarding transport costs; the standardized Hansen accessibility has a range
between 0 and 1.
64 hansen
Value
origins A data frame containing the origins

accessibility A data frame containing the calculatedaccessibility values (optional: standard-
ized accessibilities)
Author(s)
Thomas Wieland
References
SAGE.
Hansen, W. G. (1959): “How Accessibility Shapes Land Use”. In: Journal of the American Institute
of Planners, 25, 2, p. 73-76.
Orpana, T./Lampinen, J. (2003): “Building spatial choice models from aggregate data”. In: Journal
of Regional Science, 43, 2, p. 319-347.
Wieland, T. (2015): “Raeumliches Einkaufsverhalten und Standortpolitik im Einzelhandel unter
Beruecksichtigung von Agglomerationseffekten. Theoretische Erklaerungsansaetze, modellana-
lytische Zugaenge und eine empirisch-oekonometrische Marktgebietsanalyse anhand eines Fall-
beispiels aus dem laendlichen Raum Ostwestfalens/Suedniedersachsens”. Geographische Handels-
forschung, 23. 289 pages. Mannheim : MetaGIS.
See Also
converse, dist.calc, dist.mat, dist.buf, huff, reilly
Examples
# Example from Levy/Weitz (2009):
# Data for the existing and the new location
locations <- c("Existing Store", "New Store")
S_j <- c(5000, 10000)
location_data <- data.frame(locations, S_j)
# Data for the two communities (Rock Creek and Oak Hammock)
communities <- c("Rock Creek", "Oak Hammock")
C_i <- c(5000000, 3000000)
community_data <- data.frame(communities, C_i)
# Combining location and submarket data in the interaction matrix
interactionmatrix <- merge (community_data, location_data)
# Adding driving time:
interactionmatrix[1,5] <- 10
colnames(interactionmatrix) <- c("communities", "C_i", "locations", "S_j", "d_ij")
shoppingcenters1 <- interactionmatrix
herf 65
huff_shares <- huff(shoppingcenters1, "communities", "locations", "S_j", "d_ij")

# Market shares of the new location:
huff_shares$ijmatrix[huff_shares$ijmatrix$locations == "New Store",]
# Hansen accessibility for Oak Hammock and Rock Creek:
hansen (huff_shares$ijmatrix, "communities", "locations", "S_j", "d_ij")
herf Herfindahl-Hirschman coefficient
Description
Calculating the Herfindahl-Hirschman coefficient of concentration, standardized and non-standardized
Usage
herf(x, coefnorm = FALSE, output = "HHI", na.rm = TRUE)
Arguments
x A numeric vector (e.g. dataset of sales turnover or size of firms)

the standardized Herfindahl-Hirschman coefficient (default: coefnorm = FALSE,
that means the non-standardized Herfindahl-Hirschman coefficient is returned)
output argument to state the output. If output = "HHI" (default), the Herfindahl-Hirschman
coefficient is returned (standardized or non-standardized). If output = "eq", the
Herfindahl-Hirschman coefficient equivalent number is returned
computing results
Details
The Herfindahl-Hirschman coefficient is a popular measure of statistical dispersion, especially used

for analyzing concentration in markets, regarding sales turnovers or sizes of n competing firms in
an industry. This indicator is especially used as a measure of market power and distortions of com-
petition in the governmental competition policy (Roberts 2014). But the coefficient is also utilized
as a measure of geographic concentration of industries (Lessmann 2005, Nakamura/Morrison Paul
2009).
The coefficient (HHI) varies between n1 (parity resp. no concentration) and 1 (complete concen-
tration). Because the minimum of HHI is not equal to 0, also a standardized coefficient (HHI∗)
with a minimum equal to 0 can be calculated alternatively. The equivalent number (which is the
inverse of the Herfindahl-Hirschman coefficient) reflects the theoretical number of economic ob-
jects (normally firms) where a calculated coefficient is n1 , which means parity (Doersam 2004). In
a regional context, the inverse of HHI is also used as a measure of diversity (Duranton/Puga 2000).
66 herf
Value
A single numeric value of the Herfindahl-Hirschman coefficient ( n1 < HHI < 1) or the standard-
ized Herfindahl-Hirschman coefficient (0 < HHI∗ < 1) or the Herfindahl-Hirschman coefficient
equivalent number (Heq >= 1).
Author(s)
Thomas Wieland
References
Duranton, G./Puga, D. (2000): “Diversity and Specialisation in Cities: Why, Where and When Does
it Matter?”. In: Urban Studies, 37, 3, p. 533-555.
2005_3_25-33.pdf.
328.
See Also
cv, gini
Examples
# Example from Doersam (2004):
sales <- c(20,50,20,10)
herf(sales)
# returns the non-standardized HHI (0.34)
herf(sales, coefnorm=TRUE)
# returns the standardized HHI (0.12)
herf(sales, output = "eq")
# returns the HHI equivalent number (2.94)

gdp <- c(460.69, 549.19, 124.16, 65.29, 31.59, 109.27, 263.44, 39.87, 258.53,
645.59, 131.95, 35.03, 112.66, 56.22, 85.61, 56.81)
# GDP of german regions 2015 (in billion EUR)
herf(gdp)
# returns the HHI (0.125)
hoover 67
hoover Hoover Concentration Index
Description
Calculating the Hoover Concentration Index with respect to regional income (e.g. GDP) and popu-
lation
Usage
hoover(x, ref = NULL, weighting = NULL, output = "HC", na.rm = TRUE)
Arguments
x A numeric vector (dataset of regional income, e.g. GDP)
ref A numeric vector containing the reference distribution for the Hoover Index,
e.g. population. If reg = NULL, the reference distribution is set to 1/n
weighting A numeric containing the weightings for the Hoover Index, e.g. population
output Default option is the output of the Hoover Index. If output = "data", the cor-
responding data table is returned instead
computing results
Details
The Hoover Concentration Index (CI) measures the economic concentration of income across
space by comparing the share of income (e.g. GDP - Gross Domestic Product) with the share
of population. The index varies between 0 (no inequality/concentration) and 1 (complete inequal-
ity/concentration). It can be used for economic inequality and/or regional disparities (Huang/Leung
2009).
Value
A single numeric value of the Hoover Concentration Index (0 < CI < 1).
Author(s)
Thomas Wieland
References
Variation and Hoover Concentration Index”. In: In: The Open Geography Journal, 2, p. 25-34.
68 howard.cl
See Also
cv, gini, herf, theil, atkinson, coulter, disp
Examples
gdp <- c(460.69, 549.19, 124.16, 65.29, 31.59, 109.27, 263.44, 39.87, 258.53,
645.59, 131.95, 35.03, 112.66, 56.22, 85.61, 56.81)
pop <- pop <- c(10879618, 12843514, 3520031, 2484826, 671489, 1787408, 6176172,
1612362, 7926599, 17865516, 4052803, 995597, 4084851, 2245470, 2858714, 2170714)
# population of german regions 2015
hoover(gdp, pop)
howard.cl Howard-Newman-Tarp colocation index
Description
Calculating the colocation index (CL) by Howard, Newman and Tarp for two industries
Usage
howard.cl(k, industry, region, industry1, industry2, e_k = NULL)
Arguments
k a vector containing the IDs/names of firms k
industry1 Regarded industry 1 (out of the industry vector)
e_k Employment of firm k
Details
The Howard-Newman-Tarp colocation index (CL) is standardized (0 ≤ CL ≤ 1). Processing time
depends on the number of firms.
Value
A single value of CL
Author(s)
Thomas Wieland
howard.xcl 69
References
Howard, E./Newman, C./Tarp, F. (2016): “Measuring industry coagglomeration and identifying the
driving forces”. In: Journal of Economic Geography, 16, 5, p. 1055-1078.
See Also
howard.xcl, howard.xcl2, ellison.c, ellison.c2
Examples
# example from Howard et al. (2016):
firms <- 1:6
industries <- c("A", "B", "A", "B", "A", "B")
locations <- c("X", "X", "X", "Y", "Y", "X")
howard.cl(firms, industries, locations, industry1 = "A",

industry2 = "B")
howard.xcl Howard-Newman-Tarp excess colocation (XCL) index
Description
Calculating the excess colocation (XCL) index by Howard, Newman and Tarp for two industries
Usage
howard.xcl(k, industry, region, industry1, industry2, no.samples = 50, e_k = NULL)
Arguments
no.samples Number of samples for the counterfactual firm allocation via bootstrapping
e_k Employment of firm k
Details
The Howard-Newman-Tarp excess colocation index (XCL) is standardized (−1 ≤ CL ≤ 1). The
rationale behind is that the CL index (see howard.cl) is compared to a counterfactual (random)
location pattern which is constructed via bootstrapping. Processing time depends on the number of
firms and the number of samples.
70 howard.xcl2
Value
A single value of XCL
Author(s)
Thomas Wieland
References
See Also
howard.cl, howard.xcl2, ellison.c, ellison.c2
Examples
# example from Howard et al. (2016):
firms <- 1:6
industries <- c("A", "B", "A", "B", "A", "B")
locations <- c("X", "X", "X", "Y", "Y", "X")
howard.xcl(firms, industries, locations, industry1 = "A",

industry2 = "B")
howard.xcl2 Howard-Newman-Tarp excess colocation (XCL) index
Description
Calculating the excess colocation (XCL) index by Howard, Newman and Tarp for a given number
of industries
Usage
howard.xcl2(k, industry, region, print.results = TRUE)
Arguments
print.results logical argument that indicates whether the calculated values are printed or not
huff 71
Details
The Howard-Newman-Tarp excess colocation index (XCL) is standardized (−1 ≤ CL ≤ 1). The
rationale behind is that the CL index (see howard.cl) is compared to a counterfactual (random)
location pattern which is constructed via bootstrapping. Processing time depends on the number of
firms and the number of samples. This function takes a while even for a relatively small number of
industries!
Value
A matrix with I rows (one for each industry-industry combination) containing the XCL values
Author(s)
Thomas Wieland
References
See Also
howard.cl, howard.xcl2, ellison.c, ellison.c2
Examples
## Not run:
# example data from Farhauer/Kroell (2014):
data (FK2014_EGC)
howard.xcl2 (FK2014_EGC$firm, FK2014_EGC$industry,

FK2014_EGC$region)
# this may take a while!
## End(Not run)
huff Huff model
Description
Calculating market areas using the probabilistic market area model by Huff
Usage
huff(huffdataset, origins, locations, attrac, dist, gamma = 1, lambda = -2,
atype = "pow", dtype = "pow", gamma2 = NULL, lambda2 = NULL,
localmarket_dataset = NULL, origin_id = NULL, localmarket = NULL,
check_df = TRUE)
72 huff
Arguments
huffdataset an interaction matrix which is a data.frame containing the origins, locations
and the explanatory variables
origins the column in the interaction matrix huffdataset containing the origins (e.g.
ZIP codes)
locations the column in the interaction matrix huffdataset containing the locations (e.g.
store codes)
attrac the column in the interaction matrix huffdataset containing the attractivity
variable (e.g. sales area)
dist the column in the interaction matrix huffdataset containing the transport costs
(e.g. travelling time)
gamma a single numeric value for the exponential weighting of size (default: 1)
lambda a single numeric value for the exponential weighting of distance (transport costs,
default: -2)
atype Type of attractivity weighting function: atype = "pow" (power function), atype
= "exp" (exponential function) or atype = "logistic" (default: atype = "pow")
dtype Type of distance weighting function: dtype = "pow" (power function), dtype =
"exp" (exponential function) or dtype = "logistic" (default: dtype = "pow")
gamma2 if atype = "logistic" a second γ parameter is needed
lambda2 if dtype = "logistic" a second λ parameter is needed
localmarket_dataset
if output = "total", a data.frame is needed which contains data about the
origins
origin_id the ID variable of the origins in localmarket_dataset
localmarket the customer/purchasing power potential of the origins in localmarket_dataset
check_df logical argument that indicates if the given dataset is checked for correct input,
only for internal use, should not be deselected (default: TRUE)
Details
The Huff Model (Huff 1962, 1963, 1964) is the most popular spatial interaction model for retailing
and services and belongs to the family of probabilistic market area models. The basic idea of the
model is that consumer decisions are not deterministic but probabilistic, so the decision of customers
for a shopping location in a competitive environment cannot be predicted exactly. The results of
the model are probabilities for these decisions, which can be interpreted as market shares of the
regarded locations (j) in the customer origins (i), pij , which P can be regarded as an equilibrium
n
solution with logically consistent market shares (0 < pij < 1, j=1 pij = 1). From a theoretical
perspective, the model is based on an utility function with two explanatory variables ("attractivity"
of the locations, transport costs between origins and locations), which are weighted by an exponent:
Uij = Aγj d−λij . This specification is relaxed is this case, so both variables can be weighted by a
power, exponential or logistic function.
This function computes the market shares from a given interaction matrix and given weighting
parameters. The function returns an estimated interaction matrix. If local market information about
the origins (e.g. purchasing power, population size etc.) is stated, the location total turnovers are
filed in another data.frame. Note that each attractivity or distance value must be greater than zero.
huff 73
Value
huffmat A data frame containing the Huff interaction matrix
totals If total turnovers are estimated: a data frame containing the total values (turnovers)
of each location
Note
This function contains code from the authors’ package MCI.
Author(s)
Thomas Wieland
References
Bosten : Pearson.
of California.
Huff, D. L. (1963): “A Probabilistic Analysis of Shopping Center Trade Areas”. In: Land Eco-
nomics, 39, 1, p. 81-90.
Huff, D. L. (1964): “Defining and Estimating a Trading Area”. In: Journal of Marketing, 28, 4, p.
34-38.
Irwin.
nal, 45, 4, p. 265-272.
Wieland, T. (2015): “Nahversorgung im Kontext raumoekonomischer Entwicklungen im Lebens-
mitteleinzelhandel - Konzeption und Durchfuehrung einer GIS-gestuetzten Analyse der Strukturen
des Lebensmitteleinzelhandels und der Nahversorgung in Freiburg im Breisgau”. Projektbericht.
Goettingen : GOEDOC, Dokumenten- und Publikationsserver der Georg-August-Universitaet Goet-
tingen. http://webdoc.sub.gwdg.de/pub/mon/2015/5-wieland.pdf
See Also
converse, reilly, hansen
Examples
# Example from Levy/Weitz (2009):
# Data for the existing and the new location

locations <- c("Existing Store", "New Store")
S_j <- c(5000, 10000)
location_data <- data.frame(locations, S_j)
74 krugman.conc
# Data for the two communities (Rock Creek and Oak Hammock)
communities <- c("Rock Creek", "Oak Hammock")
C_i <- c(5000000, 3000000)
community_data <- data.frame(communities, C_i)
# Combining location and submarket data in the interaction matrix

interactionmatrix <- merge (communities, location_data)
# Adding driving time:
colnames(interactionmatrix) <- c("communities", "locations", "S_j", "d_ij")
huff_shares <- huff(interactionmatrix, "communities", "locations", "S_j", "d_ij")

huff_shares
# Market shares of the new location:
huff_shares$ijmatrix[huff_shares$ijmatrix$locations == "New Store",]
huff_all <- huff(interactionmatrix, "communities", "locations", "S_j", "d_ij",

localmarket_dataset = community_data, origin_id = "communities", localmarket = "C_i")
huff_all
huff_all$totals
krugman.conc Krugman coefficient of spatial industry concentration for two indus-

tries
Description
Calculating the Krugman coefficient for the spatial concentration of two industries based on regional
industry data (normally employment data)
Usage
krugman.conc(e_ij, e_uj)
Arguments
e_ij a numeric vector with the employment of the industry i in regions j

e_uj a numeric vector with the employment of the industry u in region j
krugman.conc2 75
Details
The Krugman coefficient of industry concentration (Kiu ) is a measure for the dissimilarity of the
spatial structure of two industries (i and u) regarding the employment in the j regions. The co-
efficient Kiu varies between 0 (no concentration/same structure) and 2 (maximum difference, that
means a complete other spatial structure of the industry compared to the others). The calculation is
based on the formulae in Farhauer/Kroell (2013).
Value
A single numeric value (0 < Kiu < 2)
Author(s)
Thomas Wieland
References
328.
See Also
gini.conc, gini.spec, krugman.conc2, krugman.spec, krugman.spec2, locq
Examples
E_ij <- c(4388, 37489, 129423, 60941)
E_uj <- E_ij/2
krugman.conc(E_ij, E_uj)
# exactly the same structure (= no concentration)
krugman.conc2 Krugman coefficient of spatial industry concentration for more than

two industries
Description
Calculating the Krugman coefficient for the spatial concentration of an industry based on regional
industry data (normally employment data) compared with a vector of other industries
Usage
krugman.conc2(e_ij, e_uj)
76 krugman.conc2
Arguments
e_ij a numeric vector with the employment of the industry i in regions j
e_uj a data frame with the employment of the industry u in j regions
Details
The Krugman coefficient of industry concentration (Ki ) is a measure for the dissimilarity of the
spatial structure of one industry (i) compared to several others (u) regarding the employment in the
j regions. The coefficient Kiu varies between 0 (no concentration/same structure) and 2 (maximum
difference, that means a complete other spatial structure of the industry compared to the others).
The calculation is based on the formulae in Farhauer/Kroell (2013).
Value
A single numeric value (0 < Ki < 2)
Author(s)
Thomas Wieland
References
328.
See Also
gini.conc, gini.spec, krugman.conc, krugman.spec, krugman.spec2, locq
Examples
Chemie <- c(20000,11000,31000,8000,20000)
Sozialwesen <- c(40000,10000,25000,9000,16000)
Elektronik <- c(10000,11000,14000,14000,13000)
Holz <- c(7000,7500,11000,1500,36000)
Bergbau <- c(4320, 7811, 3900, 2300, 47560)
# five industries
industries <- data.frame(Chemie, Sozialwesen, Elektronik, Holz)
# data frame with all comparison industries
krugman.conc2(Bergbau, industries)
# returns the Krugman coefficient for the concentration
# of the mining industry (Bergbau) compared to
# chemistry (Chemie), social services (Sozialwesen),
# electronics (Elektronik) and wood industry (Holz)
# 0.8619
krugman.spec 77
krugman.spec Krugman coefficient of regional specialization for two regions
Description
Calculating the Krugman coefficient for the specialization of two regions based on regional industry
data (normally employment data)
Usage
krugman.spec(e_ij, e_il)
Arguments
e_il a numeric vector with the employment of the industries i in region l
Details
The Krugman coefficient of regional specialization (Kjl ) is a measure for the dissimilarity of the
industrial structure of two regions (j and l) regarding the employment in the i industries in these
regions. The coefficient Kjl varies between 0 (no specialization/same structure) and 2 (maximum
difference, that means there is no single industry localized in both regions). The calculation is based
on the formulae in Farhauer/Kroell (2013).
Value
A single numeric value (0 < Kjl < 2)
Author(s)
Thomas Wieland
References
328.
See Also
gini.conc, gini.spec, krugman.conc, krugman.conc2, krugman.spec2, locq
78 krugman.spec2
Examples
# Example from Farhauer/Kroell (2013), modified:
E_ij <- c(20,10,70,0,0)
# employment of five industries in region j
E_il <- c(0,0,0,60,40)
# employment of five industries in region l
krugman.spec(E_ij, E_il)
# results the specialization coefficient (2)
# Example Goettingen:
data(Goettingen)
krugman.spec(Goettingen$Goettingen2017[2:16], Goettingen$BRD2017[2:16])
# Returns the Krugman coefficient of regional specialization 2017 (0.4508469)
krugman.spec2 Krugman coefficient of regional specialization for more than two re-
gions
Description
Calculating the Krugman coefficient for the specialization of one region based on regional industry
data (normally employment data) compared with a vector of other regions
Usage
krugman.spec2(e_ij, e_il)
Arguments
e_il a data frame with the employment of the industries i in l regions
Details
The Krugman coefficient of regional specialization (Kjl ) is a measure for the dissimilarity of the
industrial structure of regions (j and other regions, l) regarding the employment in the i industries
in these regions. The coefficient Kjl varies between 0 (no specialization/same structure) and 2
(maximum difference, that means there is no single industry localized in both regions).
Value
A single numeric value (0 < Kjl < 2)
Author(s)
Thomas Wieland
litzenberger 79
References
328.
See Also
gini.conc, gini.spec, krugman.spec, krugman.conc, krugman.conc2, locq
Examples
Sweden <- c(45000, 15000, 32000, 10000, 30000)
Norway <- c(35000, 12000, 30000, 8000, 22000)
Denmark <- c(40000, 10000, 25000, 9000, 18000)
Finland <- c(30000, 11000, 18000, 3000, 13000)
Island <- c(40000, 6000, 11000, 2000, 12000)
# industry jobs in five industries for five countries
countries <- data.frame(Norway, Denmark, Finland, Island)
# data frame with all comparison countries
krugman.spec2(Sweden, countries)
# returns the Krugman coefficient for the specialization
# of sweden compared to Norway, Denmark, Finland and Island
# 0.1595
litzenberger Litzenberger-Sternberg Cluster Index
Description
Calculating the Cluster Index by Litzenberger and Sternberg
Usage
litzenberger(e_ij, e_i, a_j, a, p_j, p, b_ij, b_i)
Arguments
e_ij a single numeric value with the employment of industry i in region j
e_i a single numeric value with the over-all employment in industry i
a_j a single numeric value of the area of region j
a a single numeric value of the total area
p_j a single numeric value of the population of region j
p a single numeric value of the total population
b_ij a single numeric value of the number of firms of industry i in region j
b_i a single numeric value of the total number of firms of industry i
80 litzenberger2
Details
The Litzenberger-Sternberg Cluster Index is not standardized and depends on the number of re-
garded industries and regions.
Value
A single numeric value of (CI).
Author(s)
Thomas Wieland
References
Hoffmann J./Hirsch, S./Simons, J. (2017): “Identification of spatial agglomerations in the German
food processing industry”. In: Papers in Regional Science, 96, 1, p. 139-162.
Litzenberger, T./Sternberg, R. (2006): “Der Clusterindex - eine Methodik zur Identifizierung re-
gionaler Cluster am Beispiel deutscher Industriebranchen”. In: Geographische Zeitschrift, 94, 2, p.
209-224.
See Also
litzenberger2, gini.conc, gini.spec, locq, locq2, ellison.a, ellison.a2, ellison.c, ellison.c2
Examples
litzenberger(e_ij = 1743, e_i = 5740, a_j = 50,
a = 576, p_j = 488, p = 4621, b_ij = 35, b_i = 53)
# 21.87491
litzenberger2 Litzenberger-Sternberg Cluster Index
Description
Calculating the Cluster Index by Litzenberger and Sternberg for a given number of I industries and
J regions
Usage
litzenberger2(e_ij, industry.id, region.id, a_j, p_j, b_ij,
CI.output = "mat", na.rm = TRUE)
litzenberger2 81
Arguments
e_ij a vector with the employment of industry i in region j
a_j a vector containing the areas of the regions j
p_j a vector containing the populations of the regions j
b_ij a vector containing the numbers of firms of industry i in region j
CI.output Type of output: matrix (default: CI.output = "mat") or data frame (CI.output
= "df")
computing results
Details
The Litzenberger-Sternberg Cluster Index is not standardized and depends on the number of re-
garded industries and regions.
Value
A matrix or data frame containing IxJ values of CI
Author(s)
Thomas Wieland
References
Hoffmann J./Hirsch, S./Simons, J. (2017): “Identification of spatial agglomerations in the German
food processing industry”. In: Papers in Regional Science, 96, 1, p. 139-162.
Litzenberger, T./Sternberg, R. (2006): “Der Clusterindex - eine Methodik zur Identifizierung re-
gionaler Cluster am Beispiel deutscher Industriebranchen”. In: Geographische Zeitschrift, 94, 2, p.
209-224.
See Also
litzenberger, gini.conc, gini.spec, locq, locq2, ellison.a, ellison.a2, ellison.c, ellison.c2
Examples
lss <- litzenberger2(G.regions.industries$emp_all,

G.regions.industries$area_sqkm, G.regions.industries$pop,
G.regions.industries$firms, CI.output = "df")
82 lm.beta
lss_sort <- lss[order(lss$CI, decreasing = TRUE),]

# Sort decreasing by size of CI
lss_sort[1:5,]
lm.beta Beta regression coefficients
Description
Calculating the standardized (beta) regression coefficients of linear models
Usage
lm.beta(linmod, dummy.na = TRUE)
Arguments
linmod A lm object (linear regression model) with more than one independent variable
dummy.na logical argument that indicates if dummy variables should be ignored when cal-
culating the beta weights (default: TRUE). Note that beta weights of dummy
variables do not make any sense
Details
Standardized coefficients (beta coefficients) show how many standard deviations a dependent vari-
able will change when the regarded independent variable is increased by a standard deviation. The
β values are used in multiple linear regression models to compare the real effect (power) of the
independent variables when they are measured in different units. Note that β values do not make
any sense for dummy variables since they cannot change by a standard deviation.
Value
A list containing all independent variables and the corresponding standardized coefficients.
Author(s)
Thomas Wieland
References
Backhaus, K./Erichson, B./Plinke, W./Weiber, R. (2016): “Multivariate Analysemethoden: Eine
anwendungsorientierte Einfuehrung”. Berlin: Springer.
locq 83
Examples
x1 <- runif(100)
x2 <- runif(100)
# random values for two independent variables (x1, x2)
y <- runif(100)
# random values for the dependent variable (y)
testmodel <- lm(y~x1+x2)
# OLS regression
summary(testmodel)
# summary
lm.beta(testmodel)
# beta coefficients
locq Location quotient
Description
Calculating the location quotient (a.k.a. Hoover-Balassa quotient)
Usage
locq(e_ij, e_j, e_i, e, industry.names = NULL, plot.results = FALSE,
LQ.method = "m", plot.title = "Localization quotients",
bar.col = "lightblue", line.col = "red", arg.size = 1)
Arguments
e_ij a single numeric value or vector with the employment of industry/industries i in
region j
e_j a single numeric value with the over-all employment in region j
e_i a single numeric value or vector with the over-all employment in industry/industries
i
e a single numeric value with the over-all employment in all regions
industry.names Industry names (e.g. from the relevant statistical classification of economic ac-
tivities)
plot.results Logical argument that indicates if the results have to be plotted (only available
if i > 1)
LQ.method Indicates whether the multiplicative (default: LQ.method = "m") or the additive
LQ (LQ.method = "m") is computed
plot.title If plot.results = TRUE: Plot title
bar.col If plot.results = TRUE: Bar colour
line.col If plot.results = TRUE: LQ1-line colour
arg.size If plot.results = TRUE: Size of industry names in bar plot
84 locq
Details
The location quotient is a simple measure for the concentration of an industry (i) in a region (j) and
is also the mathematical basis for other related indicators in regional economics (e.g. gini.conc()).
The function returns the value LQ which is equal to 1 if the concentration of the regarded industry is
exactly the same as the over-all concentration (that means, it is proportionally represented in region
j). If the value of LQ is smaller (bigger) than 1, the industry is underrepresented (overrepresented).
The function checks the input values for errors (i.e. if employment in a region is bigger than over-all
employment).
Value
A single numeric value of (LQ) or a matrix with respect to all i industries. Optional: plot.
Author(s)
Thomas Wieland
References
Hoen A.R./Oosterhaven, J. (2006): “On the measure of comparative advantage”. In: The Annals of
328.
O’Donoghue, D./Gleave, B. (2004): “A Note on Methods for Measuring Industrial Agglomeration”.
In: Regional Studies, 38, 4, p. 419-427.
Tian, Z. (2013): “Measuring agglomeration using the standardized location quotient with a boot-
strap method”. In: Journal of Regional Analysis and Policy, 43, 2, p. 186-197.
See Also
gini.conc, gini.spec, locq2
Examples
locq (1714, 79006, 879213, 15593224)
# returns the location quotient (0.3847623)
# Location quotients for Goettingen 2017:

data(Goettingen)
locq (Goettingen$Goettingen2017[2:16], Goettingen$Goettingen2017[1],
Goettingen$BRD2017[2:16], Goettingen$BRD2017[1])
locq.growth 85
locq.growth Portfolio matrix for specialization and growth
Description
Portfolio matrix plot comparing two numeric vectors (here: specialization and growth)
Usage
locq.growth(e_ij1, e_ij2, e_i1, e_i2, industry.names = NULL,
y.axis = "r",
psize, psize.factor = 10, time.periods = NULL,
pmx = "Regional specialization", pmy = "Regional growth",
pmtitle = "Portfolio matrix", pcol = NULL, pcol.border = NULL,
leg = FALSE, leg.fsize = 1, leg.col = NULL,
leg.x = 0, leg.y = y_min*1.5,
seg.x = 1, seg.y = 0)
Arguments
e_ij1 a numeric vector with i values containing the employment in i industries in
region j at time 1
region j at time 2
e_i1 a numeric vector with i values containing the total employment in i industries at
time 1
time 2
tivities)
y.axis Declares which values shall be plotted on the Y axis: If y.axis = "r", the Y
axis shows the regional growth. If y.axis = "n", the Y axis shows the national
growth. To set both growths in ratio, choose y.axis = "rn" (regional vs. na-
tional growth)
psize Point size in the portfolio matrix plot (mostly the absolute values of employment
in i industries in region j at time 2)
psize.factor Enlargement factor for the points in the plot
pmx Name of the X axis in the plot
pmy Name of the Y axis in the plot
pmtitle Plot title
86 locq.growth
pcol Industry-specific point colors

pcol.border Color of point border
leg Logical argument that indicates if a legend has to be added to the plot
leg.fsize If leg = TRUE: Font size in the plot legend
leg.col No. of columns in the plot legend
leg.x If leg = TRUE: X coordinate of the legend
leg.y If leg = TRUE: Y coordinate of the legend
bg.col Background color
bgrid Logical argument that indicates if a grid has to be added to the plot
bgrid.col If bgrid = TRUE: Color of the grid
bgrid.size If bgrid = TRUE: Size of the grid
bgrid.type If bgrid = TRUE: Type of the grid
seg.x X coordinate of segmentation of the plot
seg.y Y coordinate of segmentation of the plot
Details
The portfolio matrix is a graphic tool displaying the development of one variable compared to
another variable. The plot shows the regarded variable on the x axis and a variable with which it
is confronted on the y axis while the graph is divided in four quadrants. Originally, the portfolio
matrix was developed by the Boston Consulting Group to analyze the performance of product lines
in marketing, also known as the growth-share matrix. The quadrants show the performace of the
regarded objects (stars, cash cows, question marks, dogs) (Henderson 1973). But the portfolio
matrix can also be used to analyze/illustrate the world market integration of a region or a national
economy by confronting e.g. the increase in world market share (x axis) and the world trade growth
(y axis) (Baker et al. 2002). Another option is to analyze/illustrate the economic performance of a
region (Howard 2007). E.g. it is possible to confront the growth of industries in a region with the
all-over growth of these industries in the national economy.
This function is a special case of portfolio matrix, showing the regional specialization on the X axis
instead of the regional growth (which can be plotted on the Y axis).
Value
A portfolio matrix plot.
Invisible: a list containing the following items:
portfolio.data
The data related to the plot
locq The localization quotients for each year
growth The growth values for each industry
Author(s)
Thomas Wieland
locq2 87
References
Baker, P./von Kirchbach, F./Mimouni, M./Pasteels, J.-M. (2002): “Analytical tools for enhancing
the participation of developing countries in the Multilateral Trading System in the context of the
Doha Development Agenda”. In: Aussenwirtschaft, 57, 3, p. 343-372.
Howard, D. (2007): “A regional economic performance matrix - an aid to regional economic policy
development”. In: Journal of Economic and Social Policy, 11, 2, Art. 4.
Henderson, B. D. (1973): “The Experience Curve - Reviewed, IV. The Growth Share Matrix or The
Product Portfolio”. The Boston Consulting Group (BCG).
See Also
locq, portfolio, shift, shiftd, shifti
Examples
data(Goettingen)
# Loads employment data for Goettingen and Germany (2008-2017)
locq.growth(Goettingen$Goettingen2008[2:16], Goettingen$Goettingen2017[2:16],
Goettingen$BRD2008[2:16], Goettingen$BRD2017[2:16],
psize = Goettingen$Goettingen2017[2:16],
industry.names = Goettingen$WA_WZ2008[2:16], pcol.border = "grey",
leg = TRUE, leg.fsize = 0.4, leg.x = -0.2)
locq2 Location quotient
Description
Calculating the location quotient (a.k.a. Hoover-Balassa quotient) for a given number of I indus-
tries and J regions
Usage
locq2(e_ij, industry.id, region.id, LQ.norm = "none",
LQ.output = "mat", na.rm = TRUE)
Arguments
e_ij a vector with the employment of industry i in region j
LQ.norm Type of normalization of the location quotients: no normalization (default: LQ.norm
= "none"), z values (LQ.norm = "OG") or z values of logged location quotients
(LQ.norm = "T")
88 locq2
LQ.output Type of output: matrix (default: CI.output = "mat") or data frame (CI.output
= "df")
computing results
Details
The location quotient is a simple measure for the concentration of an industry (i) in a region (j) and
is also the mathematical basis for other related indicators in regional economics (e.g. gini.conc()).
The function returns the value LQ which is equal to 1 if the concentration of the regarded industry is
exactly the same as the over-all concentration (that means, it is proportionally represented in region
j). If the value of LQ is smaller (bigger) than 1, the industry is underrepresented (overrepresented).
The function checks the input values for errors (i.e. if employment in a region is bigger than over-all
employment).
Two types of normalization are available: z values of the location quotients (O’Donoghue/Gleave
2004) or z values of logged location quotients (Tian 2013).
Value
A matrix or data frame containing IxJ values of LQ
Author(s)
Thomas Wieland
References
Hoen A.R./Oosterhaven, J. (2006): “On the measure of comparative advantage”. In: The Annals of
328.
O’Donoghue, D./Gleave, B. (2004): “A Note on Methods for Measuring Industrial Agglomeration”.
In: Regional Studies, 38, 4, p. 419-427.
Tian, Z. (2013): “Measuring agglomeration using the standardized location quotient with a boot-
strap method”. In: Journal of Regional Analysis and Policy, 43, 2, p. 186-197.
See Also
litzenberger, gini.conc, gini.spec, locq, hoover, ellison.a, ellison.a2, ellison.c, ellison.c2
Examples
lqs <- locq2(e_ij = G.regions.industries$emp_all,

lorenz 89
LQ.output = "df")
lqs_sort <- lqs[order(lqs$LQ, decreasing = TRUE),]

# Sort decreasing by size of LQ
lqs_sort[1:5,]
lorenz Lorenz curve
Description
Calculating and plotting the Lorenz curve
Usage
lorenz(x, weighting = NULL, z = NULL, na.rm = TRUE,
lcx = "% of objects", lcy = "% of regarded variable",
lctitle = "Lorenz curve", le.col = "blue", lc.col = "black",
lsize = 1.5, ltype = "solid", bg.col = "gray95", bgrid = TRUE,
bgrid.col = "white", bgrid.size = 2, bgrid.type = "solid",
lcg = FALSE, lcgn = FALSE, lcg.caption = NULL, lcg.lab.x = 0,
lcg.lab.y = 1, add.lc = FALSE, plot.lc = TRUE)
Arguments
x A numeric vector (e.g. dataset of household income, sales turnover or supply)
weighting A numeric vector containing the weighting data (e.g. size of income classes
when calculating a Lorenz curve for aggregated income data)
z A numeric vector for (optionally) comparing the cumulative distribution
computing results
lcx defines the x axis label
lcy defines the y axis label
lctitle defines the overall title of the Lorenz curve plot
le.col defines the color of the diagonale (line of equality)
lc.col defines the color of the Lorenz curve
lsize defines the size of the lines (default: 1)
ltype defines the type of the lines (default: "solid")
bg.col defines the background color of the plot (default: "gray95")
bgrid logical argument that indicates if a grid is shown in the plot
90 lorenz
bgrid.col if bgrid = TRUE (background grid), bgrid.col defines the color of the back-
ground grid (default: "white")
bgrid.size if bgrid = TRUE (background grid), bgrid.size defines the size of the back-
ground grid (default: 2)
bgrid.type if bgrid = TRUE (background grid), bgrid.type defines the type of lines of the
background grid (default: "solid")
lcg logical argument that indicates if the non-standardized Gini coefficient is dis-
played in the Lorenz curve plot
lcgn logical argument that indicates if the standardized Gini coefficient is displayed
in the Lorenz curve plot
lcg.caption specifies the caption above the coefficients
lcg.lab.x specifies the x coordinate of the label
lcg.lab.y specifies the y coordinate of the label
add.lc specifies if a new Lorenz curve is plotted (add.lc = "FALSE") or the plot is
added to an existing Lorenz curve plot (add.lc = "TRUE")
Details
analyzing inequality or concentration. The Lorenz curve (Lorenz 1905), though developed inde-
pendently, can be regarded as a graphical representation of the degree of inequality/concentration
calculated by the Gini coefficient (G) and can also be used for additional interpretations of it. In
an economic-geographical context, these methods are frequently used to analyse the concentra-
tion/inequality of income or wealth within countries (Aoyama et al. 2011). Other areas of appli-
cation are analyzing regional disparities (Lessmann 2005, Nakamura 2008) and concentration in
markets (sales turnover of competing firms) which makes Gini and Lorenz part of economic statis-
tics in general (Doersam 2004, Roberts 2014).
ity/concentration). The Lorenz curve displays the deviations of the empirical distribution from a
perfectly equal distribution as the difference between two graphs (the distribution curve and a diag-
onal line of perfect equality). This function calculates G and plots the Lorenz curve optionally. As
there are several ways to calculate the Gini coefficient, this function uses the formula given in Doer-
sam (2004). Because the maximum of G is not equal to 1, also a standardized coefficient (G∗) with
a maximum equal to 1 can be calculated alternatively. If a Lorenz curve for aggregated data (e.g.
income classes with averaged incomes) or the Lorenz curve has to be weighted, use a weighting
vector (e.g. size of the income classes).
Value
A plot of the Lorenz curve.
Author(s)
Thomas Wieland
lorenz 91
References
SAGE.
2005_3_25-33.pdf.
See Also
Examples
sales <- c(20,50,20,10)
lorenz (sales, lcx = "percentage of companies", lcy = "percentrage of sales",
# including Gini coefficent

income <- c(500, 1500, 2500, 4000, 7500, 15000)
sizeofclass <- c(1000, 1200, 1600, 400, 200, 600)
lorenz (income, weighting = sizeofclass, lcg = TRUE, lcgn = TRUE)

gdp <- c(460.69, 549.19, 124.16, 65.29, 31.59, 109.27, 263.44, 39.87, 258.53,
645.59, 131.95, 35.03, 112.66, 56.22, 85.61, 56.81)
lorenz (gdp, lcg = TRUE, lcgn = TRUE)
92 mean2

mean2 Calculation of mean (extended)
Description
Calculating the arithmetic mean, weighted or non-weighted, or the geometric mean
Usage
mean2(x, weighting = NULL, output = "mean", na.rm = TRUE)
Arguments
x a numeric vector
weighting a numeric vector containing weighting data to compute the weighted arithmetic
mean (instead of the non-weighted)
output argument to specify the output (output = "mean" returns the arithmetic mean,
output = "geom" returns the geometric mean)
Details
This function uses the formula for the weighted arithmetic mean from Sheret (1984).
Value
Single numeric value. If output = "mean" and weighting is specified, the function returns a
weighted arithmetic mean. If output = "geom", the geometric mean is returned.
Author(s)
Thomas Wieland
References
Research, 15, 3, p. 289-295.
See Also
sd2
mssd 93
Examples
avector <- c(5, 17, 84, 55, 39)
mean(avector)
mean2(avector)
wvector <- c(9, 757, 44, 18, 682)
mean2 (avector, weighting = wvector)
mean2 (avector, output = "geom")
mssd Mean square successive difference
Description
Calculating the mean square successive difference
Usage
mssd (x)
Arguments
x a numeric vector arranged in chronological order
Details
The mean square successive difference, δ 2 , is a dimensionless measure of variability over time (von
Neumann et al. 1941). It can be used for assessing the volatility of a variable with respect to
different subjects/groups.
Value
Single numeric value (the mean square successive difference, δ 2 ).
Author(s)
Thomas Wieland
References
Von Neumann, J./Kent, R. H./Bellinson, H. R./Hart, B. I. (1941): “The mean square successive
difference”. In: The Annals of Mathematical Statistics, 12, 2, p. 153-162.
See Also
var2, sd2, cv
94 portfolio
Examples
data1 <- c(10,10,10,20,20,20,30,30,30)
# stable growth
data2 <- c(20,10,30,10,30,20,30,20,10)
# high variability
# Means:
mean2(data1)
mean2(data2)
# Same means
# Standard deviation:
sd2(data1)
sd2(data2)
# Coefficient of variation:
cv(data1)
cv(data2)
# Measures of statistical dispersion are equal
mssd(data1)
mssd(data2)
# high differences in variability
portfolio Portfolio matrix
Description
Portfolio matrix plot comparing two numeric vectors
Usage
portfolio(e_ij1, e_ij2, e_i1, e_i2, industry.names = NULL,
psize, psize.factor = 10, time.periods = NULL,
pmx = "Regional growth", pmy = "National growth",
pmtitle = "Portfolio matrix", pcol = NULL, pcol.border = NULL,
leg = FALSE, leg.fsize = 1, leg.col = NULL,
leg.x = -max_val, leg.y = -max_val*1.5,
seg.x = 0, seg.y = 0)
Arguments
region j at time 1
region j at time 2
portfolio 95
time 1
time 2
tivities)
psize Point size in the portfolio matrix plot (mostly the absolute values of employment
in i industries in region j at time 2)
psize.factor Enlargement factor for the points in the plot
pmx Name of the X axis in the plot
pmy Name of the Y axis in the plot
pmtitle Plot title
pcol Industry-specific point colors
pcol.border Color of point border
leg Logical argument that indicates if a legend has to be added to the plot
leg.fsize If leg = TRUE: Font size in the plot legend
leg.col No. of columns in the legend
leg.x If leg = TRUE: X coordinate of the legend
leg.y If leg = TRUE: Y coordinate of the legend
bg.col Background color
bgrid Logical argument that indicates if a grid has to be added to the plot
bgrid.col If bgrid = TRUE: Color of the grid
bgrid.size If bgrid = TRUE: Size of the grid
bgrid.type If bgrid = TRUE: Type of the grid
seg.x X coordinate of segmentation of the plot
seg.y Y coordinate of segmentation of the plot
Details
The portfolio matrix is a graphic tool displaying the development of one variable compared to
another variable. The plot shows the regarded variable on the x axis and a variable with which it
is confronted on the y axis while the graph is divided in four quadrants. Originally, the portfolio
matrix was developed by the Boston Consulting Group to analyze the performance of product lines
in marketing, also known as the growth-share matrix. The quadrants show the performace of the
regarded objects (stars, cash cows, question marks, dogs) (Henderson 1973). But the portfolio
matrix can also be used to analyze/illustrate the world market integration of a region or a national
economy by confronting e.g. the increase in world market share (x axis) and the world trade growth
(y axis) (Baker et al. 2002). Another option is to analyze/illustrate the economic performance of a
region (Howard 2007). E.g. it is possible to confront the growth of industries in a region with the
all-over growth of these industries in the national economy.
96 rca
Value
A portfolio matrix plot and a data frame containing the related data (invisible).
Author(s)
Thomas Wieland
References
Baker, P./von Kirchbach, F./Mimouni, M./Pasteels, J.-M. (2002): “Analytical tools for enhancing
the participation of developing countries in the Multilateral Trading System in the context of the
Doha Development Agenda”. In: Aussenwirtschaft, 57, 3, p. 343-372.
Howard, D. (2007): “A regional economic performance matrix - an aid to regional economic policy
development”. In: Journal of Economic and Social Policy, 11, 2, Art. 4.
Henderson, B. D. (1973): “The Experience Curve - Reviewed, IV. The Growth Share Matrix or The
Product Portfolio”. The Boston Consulting Group (BCG).
See Also
shift, shiftd, shifti
Examples
data(Freiburg)
# Loads employment data for Freiburg and Germany (2008 and 2014)
portfolio(Freiburg$e_Freiburg2008, Freiburg$e_Freiburg2014,
Freiburg$e_Germany2008, Freiburg$e_Germany2014,
industry.names = Freiburg$industry, Freiburg$e_Freiburg2014, psize.factor = 12,
pmx = "Freiburg", pmy = "Deutschland", pmtitle = "Freiburg und BRD",
pcol = Freiburg$color, leg = TRUE, leg.fsize = 0.6, bgrid = TRUE, leg.y = -0.17)
rca Analysis of regional beta and sigma convergence
Description
and sigma convergence for cross-sectional data. Beta convergence can be estimated using an OLS
or NLS technique. Sigma convergence can be analyzed using ANOVA or trend regression.
rca 97
Usage
rca(gdp1, time1, gdp2, time2,
conditions = NULL, conditions.formula = NULL, conditions.startval = NULL,
beta.estimate = "ols", beta.plot = FALSE, beta.plotPSize = 1, beta.plotPCol = "black",
beta.plotLine = FALSE, beta.plotLineCol = "red", beta.plotX = "Ln (initial)",
beta.plotY = "Ln (growth)", beta.plotTitle = "Beta convergence", beta.bgCol = "gray95",
beta.bgrid = TRUE, beta.bgridCol = "white", beta.bgridSize = 2, beta.bgridType = "solid",
sigma.type = "anova", sigma.measure = "sd", sigma.log = TRUE, sigma.weighting = NULL,
sigma.issample = FALSE, sigma.plot = FALSE, sigma.plotLSize = 1,
sigma.plotLineCol = "black", sigma.plotRLine = FALSE, sigma.plotRLineCol = "blue",
sigma.Ymin = 0, sigma.plotX = "Time", sigma.plotY = "Variation",
sigma.plotTitle = "Sigma convergence", sigma.bgCol = "gray95", sigma.bgrid = TRUE,
sigma.bgridCol = "white", sigma.bgridSize = 2, sigma.bgridType = "solid")
Arguments
at time t
conditions.formula
If beta.estimate = "nls": A formula for the functional linkage of the condi-
tions in the case of conditional beta convergence
conditions.startval
If beta.estimate = "nls": Starting values for the parameters of the conditions
in the case of conditional beta convergence
beta.estimate Beta estimate via ordinary least squares (OLS) or nonlinear least squares (NLS).
Default: beta.estimate = "ols"
beta.plotLineCol
98 rca
sigma.type Estimating sigma convergence via ANOVA (two years) or trend regression (more
than two years). Default: sigma.type = "anova"
sigma.measure argument that indicates how the sigma convergence should be measured. The
default is output = "sd", which means that the standard deviation is used. If
output = "var" or output = "cv", the variance or the coefficient of variation is
used, respectively.
sigma.log Logical argument. Per default (sigma.log = TRUE), also in the sigma conver-
gence analysis, the economic variables are transformed by natural logarithm. If
the original values should be used, state sigma.log = FALSE
sigma.weighting
If the measure of statistical dispersion in the sigma convergence analysis (coeffi-
cient of variation or standard deviation) should be weighted, a weighting vector
has to be stated
sigma.issample Logical argument that indicates if the dataset is a sample or the population (de-
fault: is.sample = FALSE, so the denominator of variance is n)
sigma.plot Logical argument that indicates if a plot of sigma convergence has to be created
sigma.plotLSize
If sigma.plot = TRUE: Line size of the sigma convergence plot
sigma.plotLineCol
If sigma.plot = TRUE: Line color of the sigma convergence plot
sigma.plotRLine
If sigma.plot = TRUE: Logical argument that indicates if a regression line has
to be added to the plot
sigma.plotRLineCol
If sigma.plot = TRUE and sigma.plotRLine = TRUE: Color of the regression
line
sigma.Ymin If sigma.plot = TRUE: start value of the Y axis in the plot
sigma.plotX If sigma.plot = TRUE: Name of the X axis
sigma.plotY If sigma.plot = TRUE: Name of the Y axis
sigma.plotTitle
If sigma.plot = TRUE: Title of the plot
sigma.bgCol If sigma.plot = TRUE: Plot background color
sigma.bgrid If sigma.plot = TRUE: Logical argument that indicates if the plot contains a grid
sigma.bgridCol If sigma.plot = TRUE and sigma.bgrid = TRUE: Color of the grid
sigma.bgridSize
If sigma.plot = TRUE and sigma.bgrid = TRUE: Size of the grid
sigma.bgridType
If sigma.plot = TRUE and sigma.bgrid = TRUE: Type of the grid
rca 99
Details
The rca function is a wrapper for the functions betaconv.ols, betaconv.nls, sigmaconv and
sigmaconv.t. This function calculates (absolute and/or conditional) beta convergence and sigma
convergence. Regional disparities are measured by the standard deviation (or variance, coefficient
of variation) for all GDPs per capita (or another economic variable) for the given years. Beta
convergence is estimated either using ordinary least squares (OLS) or nonlinear least squares (NLS).
If the beta coefficient is negative (using OLS) or positive (using NLS), there is beta convergence.
Sigma convergence is analyzed either using an analysis of variance (ANOVA) for these deviation
measures (year 1 divided by year 2, F-statistic) or a trend regression (F-statistic, t-statistic). In the
former case, if σt 1/σt 2 > 0, there is sigma convergence. In the latter case, if the slope of the trend
regression is negative, there is sigma convergence.
Value
betaconv A list containing the following objects:

nomic variables
tinterval The time interval
sigmaconv A list containing the following objects:
sigmaconv A matrix containing either the standard deviations, their quotient and the results
of the significance test (F-statistic) or the results of trend regression
100 rca
Author(s)
Thomas Wieland
References
165-171.
1093.
See Also
betaconv.ols, betaconv.nls, betaconv.speed, sigmaconv, sigmaconv.t, cv, sd2, var2
Examples
rca (G.counties.gdp$gdppc2010, 2010, G.counties.gdp$gdppc2011, 2011,

conditions = NULL, beta.plot = TRUE)
regionaldummies <- to.dummy(G.counties.gdp$regional)

# Creating dummy variables for West/East
G.counties.gdp$West <- regionaldummies[,2]
G.counties.gdp$East <- regionaldummies[,1]
# Adding dummy variables to data
rca (G.counties.gdp$gdppc2010, 2010, G.counties.gdp$gdppc2011, 2011,

conditions = G.counties.gdp[c(70,71)])
# Two years, with conditions
# (Absolute and conditional beta convergence)
converg1 <- rca (G.counties.gdp$gdppc2010, 2010, G.counties.gdp$gdppc2011, 2011,

conditions = G.counties.gdp[c(70,71)])
reilly 101

converg1$betaconv$abeta
rca (G.counties.gdp$gdppc2010, 2010, G.counties.gdp[65:68], 2014, conditions = NULL,

sigma.type = "trend", beta.plot = TRUE, sigma.plot = TRUE)
# Five years, no conditions (Absolute beta convergence)
# with plots for both beta and sigma convergence
reilly Law of retail gravitation by Reilly
Description
Calculating the proportion of sales from an intermediate town between two cities or retail locations
Usage
reilly(P_a, P_b, D_a, D_b, gamma = 1, lambda = 2, relation = NULL)
Arguments
P_a a single numeric value of attractivity/population size of location/city a
P_b a single numeric value of attractivity/population size of location/city b
D_a a single numeric value of the distance from the intermediate town to location/city
a
D_b a single numeric value of the distance from the intermediate town to location/city
b
gamma a single numeric value for the exponential weighting of size (default: 1)
lambda a single numeric value for the exponential weighting of distance (transport costs,
default: -2)
relation a single numeric value containing the relation of trade between cities/locations a
and b (only needed if the distance decay parameters has to be estimated instead
of the sales flows)
Details
The law of retail gravitation by Reilly (1929, 1931) was the first spatial interaction model for retail-
ing and services. This "law" states that two cities/locations attract customers from an intermediate
town proportionally to the attractivity/population size of the two cities/locations and in inverse pro-
portion to the squares of the transport costs (e.g. distance, travelling time) from these two locations
to the intermediate town. But both variables can be weighted by exponents. The distance exponent
can also be derived from empirical data (if an empirical relation is stated). The breaking point for-
mula by Converse (1949) is a separate transformation of Reilly’s law (see the function converse).
The models by Reilly and Converse are simple spatial interaction models and are considered as
102 reilly
deterministic market area models due to their exact allocation of demand origins to locations. A
probabilistic approach including a theoretical framework was developed by Huff (1962) (see the
function huff).
Value
If no relation is stated, a list with three values:
relation_AB relation of trade between cities/locations a and b

prop_A proportion of city/location a
prop_B proportion of city/location b
If a relation is stated instead of weighting parameters, a single numeric value containing the esti-
mated distance decay parameter.
Author(s)
Thomas Wieland
References
Bosten : Pearson.
Converse, P. D. (1949): “New Laws of Retail Gravitation”. In: Journal of Marketing, 14, 3, p.
379-384.
of California.
Irwin.
nal, 45, 4, p. 265-272
Reilly, W. J. (1929): “Methods for the Study of Retail Relationships”. Studies in Marketing, 4.
Austin : Bureau of Business Research, The University of Texas.
Reilly, W. J. (1931): “The Law of Retail Gravitation”. New York.
See Also
huff, converse
Examples
# Example from Converse (1949):
reilly (39851, 37366, 27, 25)
# two cities (pop. size 39.851 and 37.366)
# with distances of 27 and 25 miles to intermediate town
myresults <- reilly (39851, 37366, 27, 25)
myresults$prop_A
# proportion of location a
ripley 103
# Distance decay parameter for the given sales relation:

reilly (39851, 37366, 27, 25, gamma = 1, lambda = NULL, relation = 0.9143555)
# returns 2
ripley Ripley’s K
Description
Analyzing point clustering with Ripley’s K function
Usage
ripley(loc_df, loc_id, loc_lat, loc_lon,
area, t.max, t.sep = 10, K.local = FALSE,
ci.boot = FALSE, ci.alpha = 0.05, ciboot.samples = 100,
progmsg = FALSE, K.plot = TRUE, Kplot.func = "K",
plot.title = "Ripley's K", plotX = "t",
plotY = paste(Kplot.func, "Observed vs. expected"),
lcol.exp = "blue", lcol.emp = "red", lsize.exp = 1,
ltype.exp = "solid", lsize.emp = 1, ltype.emp = "solid",
bgrid.size = 2, bgrid.type = "solid")
Arguments
loc_df A data frame containing the points
loc_id Column containing the IDs of the points in the data frame loc_df
loc_lat Column containing the latitudes of the points in the data frame loc_df
loc_lon Column containing the longitudes of the points in the data frame loc_df
area Total area of the regarded region
t.max Maximum distance
t.sep Number of distance intervals
K.local Logical arguments that indicates whether local K values are computed or not
ci.boot Logical arguments that indicates whether bootstrap confidence intervals are com-
puted or not
ci.alpha Significance level of the bootstrap confidence intervals
ciboot.samples No. of bootstrap samples
progmsg Logical argument: Printing progress messages or not
K.plot Logical argument: Plot K function or not
Kplot.func Which function has to be plotted? K function (Kplot.func = "K"), L function
(Kplot.func = "L") or H function (Kplot.func = "H")
plot.title If K.plot = TRUE: Plot title
104 ripley
plotX If K.plot = TRUE: name of the X axis

plotY If K.plot = TRUE: name of the Y axis
lcol.exp If K.plot = TRUE: color of the line representing the expected values
lcol.emp If K.plot = TRUE: color of the line representing the empirical values
lsize.exp If K.plot = TRUE: size of the line representing the expected values
lsize.emp If K.plot = TRUE: size of the line representing the empirical values
ltype.exp If K.plot = TRUE: type of the line representing the expected values
ltype.emp If K.plot = TRUE: type of the line representing the empirical values
Details
Calculating and plotting of the K function and its derivations (L function, H function) and, option-
ally, bootstrap confidence intervals.
Value
The function returns a list containing:
K A data.frame containing the K/L/H/t values
K_local A data.frame containing the local K values (if stated)
local_ci A data.frame containing the local confidence intervals (if stated)
Author(s)
Thomas Wieland
References
Kiskowski, M.A./Hancock, J. F./Kenworthy, A. (2009): “On the Use of Ripley’s K-function and its
Derivatives to Analyze Domain Size”. In: Biophysical Journal, 97, 4, p. 1095-1103.
Avoidance Patterns of Similar Retail Outlets”. In: Geographical Analysis, 45, 2, p. 123-149.
See Also
dist, dist.buf, dist.mat
sd2 105
Examples
## Not run:
# general practitioners, psychotherapists and pharmacies
area_goe <- 1753000000

# area of Landkreis Goettingen (sqm)
area_nom <- 1267000000
# area of Landkreis Northeim (sqm)
area_gn <- area_goe+area_nom
sqrt(area_gn/pi)
# this takes some seconds

ripley(GoettingenHealth1[GoettingenHealth1$type == "phys_gen",],
ripley(GoettingenHealth1[GoettingenHealth1$type == "pharm",],
ripley(GoettingenHealth1[GoettingenHealth1$type == "psych",],
## End(Not run)
sd2 Standard deviation (extended)
Description
Calculating the standard deviation (sd), weighted or non-weighted, for samples or populations
Usage
sd2 (x, is.sample = TRUE, weighting = NULL, wmean = FALSE, na.rm = TRUE)
Arguments
x a numeric vector
weighting a numeric vector containing weighting data to compute the weighted standard
deviation (instead of the non-weighted sd)
the weighted standard deviation
106 sd2
Details
The function calculates the standard deviation. Unlike the R base sd function, the sd2 function
allows to choose if the data is treated as sample (denominator of variance is n − 1)) or not (denom-
inator of variance is n))
From a regional economic perspective, the sd is closely linked to the concept of sigma convergence
(σ) which means a harmonization of regional economic output or income over time, while the other
type of convergence, beta convergence (β), means a decline of dispersion because poor regions have
a stronger growth than rich regions (Capello/Nijkamp 2009). The sd allows to summarize regional
disparities (e.g. disparities in regional GDP per capita) in one indicator. The coefficient of variation
(see the function cv) is more frequently used for this purpose (e.g. Lessmann 2005, Huang/Leung
2009, Siljak 2015). But the sd can also be used for any other types of disparities or dispersion, such
as disparities in supply (e.g. density of physicians or grocery stores).
The standard deviation can be weighted by using a second weighting vector. As there is more than
one way to weight measures of statistical dispersion, this function uses the formula for the weighted
sd (σw ) from Sheret (1984). The vector x is automatically treated as a sample (such as in the base
sd function), so the denominator of variance is n − 1, if it is not, set is.sample = FALSE.
Value
Single numeric value. If weighting is specified, the function returns a weighted standard deviation
(optionally using a weighted arithmetic mean if wmean = TRUE).
Author(s)
Thomas Wieland
References
2005_3_25-33.pdf.
Research, 15, 3, p. 289-295.
See Also
gini, herf, hoover, mean2, rca
shift 107
Examples
sd_gdppc <- apply (G.counties.gdp[54:68], MARGIN = 2, FUN = sd2)
# Calculating standard deviation for the years 2000-2014
years <- 2000:2014
# vector of years (2000-2014)
plot(years, sd_gdppc, "l", ylim = c(0,15000), xlab = "Year",
ylab = "SD of GDP per capita")
# Plot sd over time
shift Shift-share analysis
Description
Analyzing regional growth with the shift-share analysis
Usage
shift(e_ij1, e_ij2, e_i1, e_i2, industry.names = NULL,
shift.method = "Dunn", print.results = TRUE, plot.results = FALSE,
plot.colours = NULL, plot.title = NULL, plot.portfolio = FALSE, ...)
Arguments
region j at time 1
region j at time 2
time 1
time 2
tivities)
shift.method Method of shift-share-analysis to be used ("Dunn", "Esteban", "Gerfin") (de-
fault: shift.method = "Dunn")
plot.results Logical argument that indicates if the results have to be plotted
plot.colours If plot.results = TRUE: Plot colours
plot.portfolio Logical argument that indicates if the results have to be plotted in a portfolio
matrix additionally
... Additional arguments for the portfolio plot (see the function portfolio)
108 shift
Details
The shift-share analysis (Dunn 1960) adresses the regional growth (or decline) regarding the over-
all development in the national economy. The aim of this analysis model is to identify which parts
of the regional economic development can be traced back to national trends, effects of the regional
industry structure and (positive) regional factors. The growth (or decline) of regional employment
consists of three factors: lt+1 −lt = nps+nds+nts, where l is the employment in the region at time
t and t + 1, respectively, and nps is the net proportionality shift, nds is the net differential shift and
nts is the net total shift. Other variants are e.g. the shift-share method by Gerfin (Index method), the
dynamic shift-share analysis (Barff/Knight 1988) or the extension by Esteban-Marquillas (1972).
As there is more than one way to calculate a Dunn-type shift-share analysis and the terms are
not used consequently in the regional economic literature, this function and the documentation use
the formulae and terms given in Farhauer/Kroell (2013). If shift.method = "Dunn", this function
calculates the net proportionality shift (nps), the net differential shift (nds) and the net total shift
(nts) where the last one represents the residuum of (positive) regional factors.
This function calculates a shift-share analysis for two years.
Value
components A matrix containing the shift-share components related to the chosen method
growth A matrix containing the industry-specific growth values
method The chosen method, e.g. "Dunn"
Author(s)
Thomas Wieland
References
Arcelus, F. J. (1984): “An Extension of Shift-Share Analysis”. In: In: Growth and Change, 15, 1,
p. 3-8.
Barff, R. A./Knight, P. L. (1988): “Dynamic Shift-Share Analysis”. In: Growth and Change, 19, 2,
p. 1-10.
Casler, S. D. (1989): “A Theoretical Context for Shift and Share Analysis”. In: Regional Studies,
23, 1, p. 43-48.
Dunn, E. S. Jr. (1960): “A statistical and analytical technique for regional analysis”. In: Papers and
Proceedings of the Regional Science Association, 6, p. 97-112.
Esteban-Marquillas, J. M. (1972): “Shift- and share analysis revisited”. In: Regional and Urban
Economics, 2, 3, p. 249-261.
Gerfin, H. (1964): “Gesamtwirtschaftliches Wachstum und regionale Entwicklung”. In: Kyklos, 17,
4, p. 565-593.
Schoenebeck, C. (1996): “Wirtschaftsstruktur und Regionalentwicklung: Theoretische und em-
pirische Befunde fuer die Bundesrepublik Deutschland”. Dortmunder Beitraege zur Raumplanung,
75. Dortmund.
shift.growth 109
See Also
portfolio, shiftd, shifti, , shift.growth
Examples
region_A_t <- c(90,20,10,60)
region_A_t1 <- c(100,40,10,55)
nation_X_t <- c(400,150,150,400)
nation_X_t1 <- c(440,210,135,480)
resultsA <- shift(region_A_t, region_A_t1, nation_X_t, nation_X_t1)
# results for region A
region_B_t <- c(60,30,30,40)
region_B_t1 <- c(85,55,40,35)
# data for region B (time t and t+1)
resultsB <- shift(region_B_t, region_B_t1, nation_X_t, nation_X_t1)
# results for region B
region_C_t <- c(250,100,110,300)
region_C_t1 <- c(255,115,85,390)
# data for region C (time t and t+1)
resultsC <- shift(region_C_t, region_C_t1, nation_X_t, nation_X_t1)
# results for region C
# Example Freiburg dataset

data(Freiburg)
# Loads the data
shift(Freiburg$e_Freiburg2008, Freiburg$e_Freiburg2014, Freiburg$e_Germany2008,
Freiburg$e_Germany2014)
# results for Freiburg and Germany (2008 vs. 2014)
shift.growth Growth rates for shift-share analysis
Description
This function calculates industry-specific growth rates which are part of the shift-share analysis
Usage
shift.growth(e_ij1, e_ij2, e_i1, e_i2, time.periods = NULL,
industry.names = NULL)
Arguments
region j at time 1
110 shift.growth

region j at time 2
time 1
time 2
tivities)
Details
consists of three factors: lt+1 − lt = nps + nds + nts, where l is the employment in the region
at time t and t + 1, respectively, and nps is the net proportionality shift, nds is the net differential
shift and nts is the net total shift. Other variants are e.g. the shift-share method by Gerfin (Index
method) and the dynamic shift-share analysis (Barff/Knight 1988).
This function calculates industry-specific growth rates which are part of a shift-share analysis.
Value
A matrix containing the industry-specific growth values
Author(s)
Thomas Wieland
References
p. 3-8.
p. 1-10.
23, 1, p. 43-48.
Economics, 2, 3, p. 249-261.
shiftd 111

4, p. 565-593.
Goschin, Z. (2014): “Regional growth in Romania after its accession to EU: a shift-share analysis
approach”. In: Procedia Economics and Finance, 15, p. 169-175.
75. Dortmund.
See Also
portfolio, shift, shiftd, shifti
Examples
region_A_t <- c(90,20,10,60)
region_A_t1 <- c(100,40,10,55)
nation_X_t <- c(400,150,150,400)
nation_X_t1 <- c(440,210,135,480)
shift.growth(region_A_t, region_A_t1, nation_X_t, nation_X_t1)
shiftd Dynamic shift-share analysis
Description
Analyzing regional growth with the dynamic shift-share analysis
Usage
shiftd(e_ij1, e_ij2, e_i1, e_i2, time1, time2,
industry.names = NULL, shift.method = "Dunn",
gerfin.shifts = "mean", print.results = TRUE,
plot.results = FALSE, plot.colours = NULL, plot.title = NULL,
plot.portfolio = FALSE, ...)
Arguments
region j at time 1
e_ij2 a numeric data frame or matrix with i rows containing the employment in i
industries in region j and t columns, representing t (t > 1) years
112 shiftd
time 1
e_i2 a numeric data frame or matrix with i rows containing the total employment in
i industries and t columns, representing t (t > 1) years
time1 Initial year
time2 Final year
tivities)
shift.method Method of shift-share-analysis to be used ("Dunn", "Gerfin") (default: shift.method
= "Dunn")
gerfin.shifts If shift.method = "Gerfin": Logical argument that indicates if the shifts are
calculated as sums or as means (default: gerfin = "mean")
matrix additionally
Details
This function calculates a dynamic shift-share analysis for at least two years.
Value
components.year
A matrix containing the shift-share components for each year
shiftd 113
Author(s)
Thomas Wieland
References
p. 3-8.
p. 1-10.
23, 1, p. 43-48.
Economics, 2, 3, p. 249-261.
4, p. 565-593.
75. Dortmund.
See Also
portfolio, shift, shifti, shift.growth
Examples
# Example from Farhauer/Kroell (2013), extended:
region_A_t <- c(90,20,10,60)
region_A_t1 <- c(100,40,10,55)
region_A_t2 <- c(105,45,15,60)
nation_X_t <- c(400,150,150,400)
nation_X_t1 <- c(440,210,135,480)
nation_X_t2 <- c(460,230,155,500)
shiftd(region_A_t, data.frame(region_A_t1, region_A_t2), nation_X_t,
data.frame(nation_X_t1, nation_X_t2), time1 = 2000, time2 = 2002,
plot.results = TRUE, plot.portfolio = TRUE, psize = region_A_t1)
data(Goettingen)
shiftd(Goettingen$Goettingen2008[2:16], Goettingen[2:16,3:11],
Goettingen$BRD2008[2:16], Goettingen[2:16,13:21],
time1 = 2008, time2 = 2017, industry.names = Goettingen$WA_WZ2008[2:16],
shift.method = "Dunn")
114 shifti
shifti Shift-share analysis for industries
Description
Analyzing industry-specific regional growth with the shift-share analysis
Usage
shifti(e_ij1, e_ij2, e_i1, e_i2, industry.names = NULL,
shift.method = "Dunn", print.results = TRUE, plot.results = FALSE,
plot.colours = NULL, plot.title = NULL, plot.portfolio = FALSE, ...)
Arguments
region j at time 1
region j at time 2
time 1
time 2
tivities)
= "Dunn")
matrix additionally
Details
shifti 115
This function calculates a shift-share analysis for at least two years and results industry-specific
shift-share components.
Value
components.industry
A matrix containing the shift-share components for each industry
Author(s)
Thomas Wieland
References
p. 3-8.
p. 1-10.
23, 1, p. 43-48.
Economics, 2, 3, p. 249-261.
4, p. 565-593.
75. Dortmund.
See Also
116 shiftid
Examples
region_A_t <- c(90,20,10,60)
region_A_t1 <- c(100,40,10,55)
nation_X_t <- c(400,150,150,400)
nation_X_t1 <- c(440,210,135,480)
shifti(region_A_t, region_A_t1, nation_X_t, nation_X_t1,
shiftid Dynamic shift-share analysis for industries
Description
Analyzing industry-specific regional growth with the dynamic shift-share analysis
Usage
shiftid(e_ij1, e_ij2, e_i1, e_i2, time1, time2,
industry.names = NULL, shift.method = "Dunn",
gerfin.shifts = "mean", print.results = TRUE,
Arguments
region j at time 1
e_ij2 a numeric data frame or matrix with i rows containing the employment in i
industries in region j and t columns, representing t (t > 1) years
time 1
e_i2 a numeric data frame or matrix with i rows containing the total employment in
i industries and t columns, representing t (t > 1) years
time1 Initial year
time2 Final year
tivities)
= "Dunn")
gerfin.shifts If shift.method = "Gerfin": Logical argument that indicates if the shifts are
calculated as sums or as means (default: gerfin = "mean")
shiftid 117

matrix additionally
Details
This function calculates a dynamic shift-share analysis for at least two years.
Value
components.year
A matrix containing the shift-share components for each year
Author(s)
Thomas Wieland
References
p. 3-8.
p. 1-10.
23, 1, p. 43-48.
118 shiftp
Economics, 2, 3, p. 249-261.
4, p. 565-593.
75. Dortmund.
See Also
Examples
# Example from Farhauer/Kroell (2013), extended:
region_A_t <- c(90,20,10,60)
region_A_t1 <- c(100,40,10,55)
region_A_t2 <- c(105,45,15,60)
nation_X_t <- c(400,150,150,400)
nation_X_t1 <- c(440,210,135,480)
nation_X_t2 <- c(460,230,155,500)
shiftd(region_A_t, data.frame(region_A_t1, region_A_t2), nation_X_t,
data.frame(nation_X_t1, nation_X_t2), time1 = 2000, time2 = 2002,
data(Goettingen)
shiftid(Goettingen$Goettingen2008[2:16], Goettingen[2:16,3:11],
Goettingen$BRD2008[2:16], Goettingen[2:16,13:21],
time1 = 2008, time2 = 2017, industry.names = Goettingen$WA_WZ2008[2:16],
shift.method = "Dunn")
shiftp Shift-share prognosis
Description
Forecasting regional employment growth with the shift-share analysis (Gerfin model)
shiftp 119
Usage
shiftp(e_ij1, e_ij2, e_i1, e_i2, e_i3, time1, time2, time3,
industry.names = NULL, print.results = TRUE,
Arguments
region j at time 1
region j at time 2
time 1
time 2
time 3 (forecast value for total employment)
time1 start year (single value)
time2 end year of empirical employment data (single value)
time3 year of prognosis (single value)
tivities)
matrix additionally
Details
consists of three factors: lt+1 −lt = nps+nds+nts, where l is the employment in the region at time
t and t + 1, respectively, and nps is the net proportionality shift, nds is the net differential shift and
nts is the net total shift. Other variants are e.g. the shift-share method by Gerfin (Index method), the
dynamic shift-share analysis (Barff/Knight 1988) or the extension by Esteban-Marquillas (1972).
120 shiftp
This function calculates an employment prognosis based on a Gerfin shift-share analysis for two
years.
Value
prog A matrix containing the industry-specific prognosis values
Author(s)
Thomas Wieland
References
p. 3-8.
p. 1-10.
23, 1, p. 43-48.
Economics, 2, 3, p. 249-261.
4, p. 565-593.
75. Dortmund.
Spiekermann, K./Wegener, M. (2008): “Modelle in der Raumplanung I. 4 - Input-Output-Modelle”.
Power Point presentation. http://www.spiekermann-wegener.de/mir/pdf/MIR1_4_111108.
pdf.
See Also
portfolio, shiftd, shifti, , shift.growth
sigmaconv 121
Examples
# Example data from Spiekermann/Wegener 2008:
# two regions, two industries
region1_2000 <- c(1400, 3600)
region1_2006 <- c(1000, 4400)
region2_2000 <- c(1200, 1800)
region2_2006 <- c(1100, 3700)
region3_2000 <- c(1100, 900)
region3_2006 <- c(800, 1000)
# regional values
nation_2000 <- c(3700, 6300)
nation_2006 <- c(2900, 9100)
# national values
nation_2010 <- c(2500, 12500)
# national prognosis values
# Analysis for region 1:

shiftp(region1_2000, region1_2006, nation_2000,
nation_2006, e_i3 = nation_2010,
time1 = 2000, time2 = 2006, time3 = 2010)
time1 = 2000, time2 = 2006, time3 = 2010)
time1 = 2000, time2 = 2006, time3 = 2010)
sigmaconv Analysis of regional sigma convergence for two years using ANOVA
Description
This function provides the analysis of regional economic sigma convergence (decline of deviation)
for two years using ANOVA (Analysis of Variance)
Usage
sigmaconv(gdp1, time1, gdp2, time2, sigma.measure = "sd",
sigma.log = TRUE, sigma.weighting = NULL, sigma.norm = FALSE,
sigma.issample = FALSE, print.results = FALSE)
Arguments
at time t
122 sigmaconv
at time t+1
time2 A single value of time t+1
used, respectively.
sigma.weighting
has to be stated
sigma.norm Logical argument that indicates if a normalized coefficient of variation should
be used instead
sigma.issample logical argument that indicates if the dataset is a sample or the population (de-
Details
This function calculates the standard deviation (or variance, coefficient of variation) for the GDP per
capita (or another economic variable) for both years and executes an analysis of variance (ANOVA)
for these deviation measures (year 1 divided by year 2, F-statistic). If σt 1/σt 2 > 0, there is sigma
convergence.
sigmaconv 123
Value
Returns a matrix containing the standard deviations, their quotient and the results of the signifi-
cance test (F-statistic).
Author(s)
Thomas Wieland
References

165-171.
1093.
See Also
rca, sigmaconv.t, betaconv.nls, betaconv.speed, cv, sd2, var2
Examples
sigmaconv (G.counties.gdp$gdppc2010, 2010, G.counties.gdp$gdppc2011, 2011,

sigma.measure = "cv", print.results = TRUE)
# Using the coefficient of variation
sigmaconv (G.counties.gdp$gdppc2010, 2010, G.counties.gdp$gdppc2011, 2011,

sigma.log = TRUE, print.results = TRUE)
# Using the standard deviation with logged GDP per capita
124 sigmaconv.t
sigmaconv.t Analysis of regional sigma convergence for a time series using trend
regression
Description
This function provides the analysis of regional economic sigma convergence (decline of deviation)
for a time series using a trend regression
Usage
sigmaconv.t(gdp1, time1, gdp2, time2, sigma.measure = "sd", sigma.log = TRUE,
sigma.weighting = NULL, sigma.issample = FALSE,
sigma.plot = FALSE, sigma.plotLSize = 1, sigma.plotLineCol = "black",
sigma.plotRLine = FALSE, sigma.plotRLineCol = "blue",
sigma.Ymin = 0, sigma.plotX = "Time", sigma.plotY = "Variation",
sigma.plotTitle = "Sigma convergence", sigma.bgCol = "gray95", sigma.bgrid = TRUE,
sigma.bgridCol = "white", sigma.bgridSize = 2, sigma.bgridType = "solid",
print.results = FALSE)
Arguments
at time t
gdp2 A data frame containing the GDPs per capita (or another economic variable) at
time t+1, t+2, t+3, ..., t+n
time2 A single value of time t+1
used, respectively.
sigma.weighting
has to be stated
sigma.issample Logical argument that indicates if the dataset is a sample or the population (de-
sigma.plot Logical argument that indicates if a plot of sigma convergence has to be created
sigma.plotLSize
If sigma.plot = TRUE: Line size of the sigma convergence plot
sigmaconv.t 125
sigma.plotLineCol
If sigma.plot = TRUE: Line color of the sigma convergence plot
sigma.plotRLine
If sigma.plot = TRUE: Logical argument that indicates if a regression line has
to be added to the plot
sigma.plotRLineCol
If sigma.plot = TRUE and sigma.plotRLine = TRUE: Color of the regression
line
sigma.Ymin If sigma.plot = TRUE: start value of the Y axis in the plot
sigma.plotX If sigma.plot = TRUE: Name of the X axis
sigma.plotY If sigma.plot = TRUE: Name of the Y axis
sigma.plotTitle
If sigma.plot = TRUE: Title of the plot
sigma.bgCol If sigma.plot = TRUE: Plot background color
sigma.bgrid If sigma.plot = TRUE: Logical argument that indicates if the plot contains a grid
sigma.bgridCol If sigma.plot = TRUE and sigma.bgrid = TRUE: Color of the grid
sigma.bgridSize
If sigma.plot = TRUE and sigma.bgrid = TRUE: Size of the grid
sigma.bgridType
If sigma.plot = TRUE and sigma.bgrid = TRUE: Type of the grid
Details
This function calculates the standard deviation (or variance, coefficient of variation) for all GDPs
per capita (or another economic variable) for the given years and executes a trend regression for
these deviation measures. If the slope of the trend regression is negative, there is sigma convergence.
126 sigmaconv.t
Value
Returns a matrix containing the trend regression model and the resulting significance tests (F-
statistic, t-statistic).
Author(s)
Thomas Wieland
References

165-171.
1093.
See Also
rca, sigmaconv, betaconv.nls, betaconv.speed, cv, sd2, var2
Examples
# Sigma convergence 2010-2014:

sigmaconv.t (G.counties.gdp$gdppc2010, 2010, G.counties.gdp[65:68], 2014,
sigma.plot = TRUE, print.results = TRUE)
# Using the standard deviation with logged GDP per capita
sigmaconv.t (G.counties.gdp$gdppc2010, 2010, G.counties.gdp[65:68], 2014,

sigma.measure = "cv", sigma.log = FALSE, print.results = TRUE)
# Using the coefficient of variation (GDP per capita not logged)
spec 127
spec Measures of regional specialization
Description
Calculating three measures of regional specialization (Gini, Krugman, Hoover) for a set of J regions
Usage
spec(e_ij, industry.id, region.id, na.rm = TRUE)
Arguments

computing results
Details
This function is a convenient wrapper for all functions calculating measures of regional specializa-
tion (Gini, Krugman, Hoover)
Value
A matrix with three columns (Gini coefficient, Krugman coefficient, Hoover coefficient) and J
rows (one for each regarded region).
Author(s)
Thomas Wieland
References

Schaetzl, L. (2000): “Wirtschaftsgeographie 2: Empirie”. Paderborn : Schoeningh.
See Also
gini.spec, krugman.spec2, hoover

128 theil
Examples
data(G.regions.industries)
spec_j <- spec (e_ij = G.regions.industries$emp_all,

industry.id = G.regions.industries$ind_code,
region.id = G.regions.industries$region_code)
theil Theil inequality index
Description
Calculating the Theil inequality index
Usage
theil(x, weighting = NULL, na.rm = TRUE)
Arguments
x a numeric vector
weighting a numeric weighting vector, e.g. population
computing results
Details
Since there are several Theil measures of inequality, this function uses the formulation from Stoer-
mann (2009).
Value
A single numeric value of the Theil inequality index (0 < T I < 1).
Author(s)
Thomas Wieland
References
Stoermann, W. (2009): “Regionaloekonomik: Theorie und Politik”. Muenchen : Oldenbourg.
See Also
gini, herf, hoover
to.dummy 129
Examples
# Example from Stoermann (2009):
regincome <- c(10,10,10,20,50)
theil(regincome)
# 0.2326302
to.dummy Creating dummy variables
Description
This function creates a dataset of dummy variables based on an input character vector.
Usage
to.dummy(x)
Arguments
x A character vector
Details
This function transforms a character vector x with c characteristics to a set of c dummy variables
whose column names corresponding to these characteristics marked with “_DUMMY”.
Value
A data.frame with dummy variables corresponding to the levels of the input variable.
Note
This function contains code from the authors’ package MCI.
Author(s)
Thomas Wieland
References
Greene, W. H. (2012): “Econometric Analysis”. 7th edition. Harlow : Pearson.
Examples
charvec <- c("Peter", "Paul", "Peter", "Mary", "Peter", "Paul")
# Creates a vector with three names (Peter, Paul, Mary)
to.dummy(charvec)
# Returns a data frame with 3 dummy variables
# (Mary_DUMMY, Paul_DUMMY, Peter_DUMMY)
130 var2
var2 Variance (extended)
Description
Calculating the variance (var), weighted or non-weighted, for samples or populations
Usage
var2(x, is.sample = TRUE, weighting = NULL, wmean = FALSE, na.rm = TRUE)
Arguments
x a numeric vector
weighting a numeric vector containing weighting data to compute the weighted standard
deviation (instead of the non-weighted sd)
the weighted standard deviation
Details
The function calculates the variance (var). Unlike the R base var function, the var2 function allows
to choose if the data is treated as sample (denominator of variance is n − 1)) or not (denominator of
variance is n))
From a regional economic perspective, var and sd is closely linked to the concept of sigma conver-
gence (σ) which means a harmonization of regional economic output or income over time, while
the other type of convergence, beta convergence (β), means a decline of dispersion because poor re-
gions have a stronger growth than rich regions (Capello/Nijkamp 2009). The sd allows to summarize
regional disparities (e.g. disparities in regional GDP per capita) in one indicator. The coefficient
of variation (see the function cv) is more frequently used for this purpose (e.g. Lessmann 2005,
Huang/Leung 2009, Siljak 2015). But the sd can also be used for any other types of disparities or
dispersion, such as disparities in supply (e.g. density of physicians or grocery stores).
The variance can be weighted by using a second weighting vector. As there is more than one way to
weight measures of statistical dispersion, this function uses the formula for the weighted variance
(σw ) from Sheret (1984). The vector x is automatically treated as a sample (such as in the base sd
function), so the denominator of variance is n − 1, if it is not, set is.sample = FALSE.
Value
Single numeric value. If weighting is specified, the function returns a weighted variance (option-
ally using a weighted arithmetic mean if wmean = TRUE).
williamson 131
Author(s)
Thomas Wieland
References
2005_3_25-33.pdf.
Research, 15, 3, p. 289-295.
See Also
sd2, cv, gini, herf, hoover, mean2, rca
Examples
vars <- apply (G.counties.gdp[54:68], MARGIN = 2, FUN = var2)
# Calculating variance for the years 2000-2014
years <- 2000:2014
plot(years, vars, "l", xlab = "year",
ylab = "Variance of GDP per capita")
# Plot variance over time
williamson Williamson index
Description
Calculating the Williamson index (population-weighted coefficient of variation)
Usage
williamson (x, weighting, coefnorm = FALSE, wmean = FALSE, na.rm = TRUE)
132 williamson
Arguments
x a numeric vector
weighting mandatory: a numeric vector containing weighting data (usually regional pop-
ulation)
coefnorm logical argument that indicates if the function output is the standardized cv (0 <
v∗ < 1) or not (0 < v < ∞) (default: coefnorm = FALSE)
the weighted coefficient of variation
Details
The Williamson index (Williamson 1965) is a population-weighted coefficient of variation.
The coefficient of variation, v, is a dimensionless measure of statistical dispersion (0 < v < ∞),
based on variance and standard deviation, respectively. The cv (variance, standard deviation) can
be weighted by using a second weighting vector. As there is more than one way to weight measures
of statistical dispersion, this function uses the formula for the weighted cv (vw ) from Sheret (1984).
The cv can be standardized, while this function uses the formula for the standardized cv (v∗, with
0 < v∗ < 1) from Kohn/Oeztuerk (2013). The vector x is automatically treated as a sample (such
as in the base sd function), so the denominator of variance is n − 1, if it is not, set is.sample =
FALSE.
Value
Single numeric value. If coefnorm = FALSE the function returns the non-standardized cv (0 < v <
∞). If coefnorm = TRUE the standardized cv (0 < v∗ < 1) is returned.
Author(s)
Thomas Wieland
References
Gluschenko, K. (2018): “Measuring regional inequality: to weight or not to weight?” In: Spatial
Economic Analysis, 13, 1, p. 36-59.
2005_3_25-33.pdf.
Kohn, W./Oeztuerk, R. (2013): “Statistik fuer Oekonomen. Datenanalyse mit R und SPSS”. Berlin:
Springer.
williamson 133
Research, 15, 3, p. 289-295.
Williamson, J. G. (1965): “Regional Inequality and the Process of National Development: A De-
scription of the Patterns”. In: Economic Development and Cultural Change, 13, 4/2, p. 1-84.
See Also
gini, herf, hoover, cv, disp
Examples
# districts with healthcare providers and population size
williamson((GoettingenHealth2$phys_gen/GoettingenHealth2$pop),
GoettingenHealth2$pop)
Index
atkinson, 4, 17, 23, 68 gini.spec, 28–32, 49, 52, 52, 56, 75–77,
Automotive, 5 79–81, 84, 88, 91, 127
gini2, 5, 17, 22, 23, 55
betaconv.nls, 6, 11, 13, 100, 123, 126 Goettingen, 57
betaconv.ols, 9, 9, 13, 100 GoettingenHealth1, 59
betaconv.speed, 9, 11, 12, 100, 123, 126 GoettingenHealth2, 60
growth, 61
conc, 14
converse, 15, 64, 73, 102 hansen, 62, 73
coulter, 5, 16, 22, 23, 68 herf, 5, 17, 21–23, 49, 56, 65, 68, 91, 106,
curvefit, 17 128, 131, 133
cv, 5, 9, 11, 13, 17, 19, 22, 23, 49, 56, 66, 68, hoover, 5, 15, 17, 21–23, 28, 49, 56, 67, 88,
91, 93, 100, 123, 126, 131, 133 91, 106, 127, 128, 131, 133
howard.cl, 29–32, 68, 70, 71
dalton, 5, 17, 21, 22, 23 howard.xcl, 29–32, 69, 69
disp, 5, 17, 22, 22, 68, 133 howard.xcl2, 29–32, 69, 70, 70, 71
dist, 24, 27, 104 huff, 16, 64, 71, 102
dist.buf, 23, 25, 27, 64, 104
dist.calc, 25, 64 krugman.conc, 74, 76, 77, 79
dist.mat, 24, 25, 26, 64, 104 krugman.conc2, 15, 75, 75, 77, 79
durpug, 27 krugman.spec, 28, 75, 76, 77, 79
krugman.spec2, 75–77, 78, 127
ellison.a, 28, 30–32, 80, 81, 88
litzenberger, 29–32, 79, 81, 88
ellison.a2, 29, 31, 32, 80, 81, 88
litzenberger2, 29–32, 80, 80
ellison.c, 30, 32, 69–71, 80, 81, 88
lm.beta, 82
ellison.c2, 31, 31, 69–71, 80, 81, 88
locq, 29–32, 75–77, 79–81, 83, 87, 88
EU28.emp, 33
locq.growth, 85
locq2, 29–32, 80, 81, 84, 87
FK2014_EGC, 34
lorenz, 89
Freiburg, 35
mean2, 92, 106, 131
G.counties.gdp, 36 mssd, 93
G.regions.emp, 39
G.regions.industries, 40 portfolio, 43, 46, 87, 94, 109, 111, 113, 115,
gifpro, 41, 46 118, 120
gifpro.tbs, 43, 44
gini, 5, 17, 21, 22, 46, 52, 54, 66, 68, 106, rca, 9, 11, 21, 96, 106, 123, 126, 131
128, 131, 133 REAT (REAT-package), 3
gini.conc, 15, 29–32, 49, 50, 54, 56, 75–77, REAT-package, 3
79–81, 84, 88, 91 reilly, 16, 64, 73, 101
134
INDEX 135
ripley, 103
sd2, 9, 11, 13, 23, 92, 93, 100, 105, 123, 126,
131
shift, 43, 46, 87, 96, 107, 111, 113, 115, 118
shift.growth, 109, 109, 113, 115, 118, 120
shiftd, 43, 46, 87, 96, 109, 111, 111, 120
shifti, 43, 46, 87, 96, 109, 111, 113, 114,
115, 118, 120
shiftid, 116
shiftp, 118
sigmaconv, 9, 11, 13, 100, 121, 126
sigmaconv.t, 9, 11, 13, 100, 123, 124
spec, 127
theil, 5, 17, 22, 23, 68, 128

to.dummy, 129
var2, 9, 11, 13, 93, 100, 123, 126, 130
williamson, 23, 131

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Package ‘REAT’

November 21, 2019

REAT-package Regional Economic Analysis Toolbox

atkinson Atkinson Inequality Index

atkinson(c(100,100,100,100), epsilon = 0.8)

Automotive Automotive industry data

gini(Automotive$Turnover2008, lsize=1, lc=TRUE, le.col = "black",

gini(Automotive$Turnover2013, lsize=1, lc = TRUE, add.lc = TRUE, lc.col = "red",

gini(Automotive$Quantity2014_car, lsize=1, lc = TRUE, add.lc = TRUE, lc.col = "blue",

betaconv.nls Analysis of regional beta convergence using nonlinear regression

(t + 1, t + 2, ..., t + n), respectively. Beta convergence can be calculated either in a linearized

betaconv.ols Analysis of regional beta convergence using OLS regression

beta.plotX If beta.plot = TRUE: Name of the X axis

betaconv.ols (G.counties.gdp$gdppc2010, 2010, G.counties.gdp$gdppc2011, 2011,

regionaldummies <- to.dummy(G.counties.gdp$regional)

betaconv.ols (G.counties.gdp$gdppc2010, 2010, G.counties.gdp$gdppc2011, 2011,

betaconverg1 <- betaconv.ols (G.counties.gdp$gdppc2010, 2010, G.counties.gdp$gdppc2011, 2011,

# Addressing estimates for the conditional beta model

betaconv.ols (G.counties.gdp$gdppc2010, 2010, G.counties.gdp[65:66], 2012,

betaconv.ols (G.counties.gdp$gdppc2010, 2010, G.counties.gdp[65:66], 2012,

betaconverg2 <- betaconv.ols (G.counties.gdp$gdppc2010, 2010, G.counties.gdp[65:66],

betaconv.speed Regional beta convergence: Convergence speed and half-life

A matrix containing the following objects:

Lambda Lambda value (convergence speed)

Allington, N. F. B./McCombie, J. S. L. (2007): “Economic growth and beta-convergence in the East

betaconv.nls, betaconv.ols, sigmaconv, sigmaconv.t, cv, sd2, var2

conc Measures of industry concentration

conc_i <- conc (e_ij = G.regions.industries$emp_all,

converse Breaking point formula by Converse

coulter Coulter Coefficient

A single numeric value of the Coulter Coefficient (0 < CC < 1).

cv, gini, gini2, herf, theil, hoover, atkinson, dalton, disp

curvefit Curve fitting

Curve fitting (similar to SPSS and Excel)

curvefit(x, y, y.max = NULL, extrapol = NULL,

x <- runif(20, min = 0, max = 100)

cv (x, is.sample = TRUE, coefnorm = FALSE, weighting = NULL,

Lessmann, C. (2005): “Regionale Disparitaeten in Deutschland und ausgesuchten OECD-Staaten

dalton Dalton Inequality Index

disp Concentration/inequality/dispersion measures

A matrix containing the concentration/inequality measures.

dist.buf Counting points in a buffer

dist.buf(startpoints, sp_id, lat_start, lon_start, endpoints, ep_id, lat_end, lon_end,

dist.calc Euclidean distance between coordinates

dist.mat Euclidean distance matrix between points

durpug Relative diversity index by Duranton and Puga

durpug (Goettingen$Goettingen2008[2:13], Goettingen$BRD2008[2:13])

ellison.a Ellison-Glaeser Agglomeration Index

ellison.a2 Ellison-Glaeser Agglomeration Index

ellison.a2 (FK2014_EGC$emp_firm, FK2014_EGC$industry,

ellison.c Ellison-Glaeser Coagglomeration Index

ellison.c2 Ellison-Glaeser Coagglomeration Index

EU28.emp Eurostat national employment data 2004-2016

Employment data for EU countires 2004-2016 (Source: Eurostat)

A data frame with 3000 observations on the following 7 variables.

unit measuring unit: thousand persones (THS_PER)

FK2014_EGC Fictional sample data of 42 firms

A data frame with 42 observations on the following 5 variables.

region unique ID of the region

Farhauer, O./Kroell, A. (2014): “Standorttheorien: Regional- und Stadtoekonomik in Theorie und

Farhauer, O./Kroell, A. (2014): “Standorttheorien: Regional- und Stadtoekonomik in Theorie und

Freiburg Employment data in Freiburg and Germany

A data frame with 9 observations on the following 8 variables.