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Question spgwr package - running time gwr()

On Fri, 17 May 2019, Raphael Mesaric via R-sig-Geo wrote:

            
What are you actually doing? Why did you choose GWR? Are you fitting a GWR 
with 500K observations, or have you fitted a GWR with many fewer 
observations, and are now rendering that fitted model with 500K fit 
points? GWR is only for detecting possible non-stationarity or similar 
mis-specification in moderately sized data sets. Trying to fit with 500K 
gives a dense hat matrix of 500K x 500K, which is imposssible (or were it 
possible would be uninformative). Think of 5K as a sensible maximum if GWR 
is condidered sensible at all. I would think that finding a bandwidth is 
impossible too.

Roger