WIPF3 {WIPF} | R Documentation |
Weighted Iterative Proportional Fitting (WIPF) in three dimensions
Description
Implements WIPF in three dimensions. This function updates an
initial 3D-array (referred to as the seed)
using a 3D-array of weights to align with a set of three vectors
(referred to as 1D-margins) and three matrices (referred to as 2D-margins),
where some of them can be missing.
When all provided margins are compatible given the weights, the updated
values ensure that the weighted sums across rows, columns, layers, and
combinations of (row, column), (row, layer), and (column, layer) coincide
with the provided margins.
If the provided margins are incompatible given the weights, the functions WIPF1
and WIPF2
are applied to the initial margins to make the margins compatible with the weights.
In those cases, the margins are updated (are made compatible) in increasing order
of sub-indices and with the second sub-indices running faster.
Usage
WIPF3(
seed,
weights,
margin1,
margin2,
margin3,
margin12,
margin13,
margin23,
normalize = TRUE,
tol = 10^-6,
maxit = 1000,
full = FALSE,
...
)
Arguments
seed |
A (RxCxL) array of non-negative values with the initial values. |
weights |
A (RxCxL) array of non-negative values with the weights associated to each entry of the |
margin1 |
A R-length vector of positive values with the target (weighted) marginal sum across both layers and columns to be fitted. |
margin2 |
A C-length vector of positive values with the target (weighted) marginal sum across both rows and layers to be fitted. |
margin3 |
A L-length vector of positive values with the target (weighted) marginal sum across both rows and columns to be fitted. |
margin12 |
A RxC matrix of positive values with the target (weighted) marginal sum across layers to be fitted. |
margin13 |
A RxL matrix of positive values with the target (weighted) marginal sum across columns to be fitted. |
margin23 |
A CxL matrix of positive values with the target (weighted) marginal sum across both rows to be fitted. |
normalize |
Logical ( |
tol |
Stopping criterion. The algorithm stops when the maximum difference between the weighted sum(s) of
the values to be fitted and the margin(s) is lower than the value specified by |
maxit |
Stopping criterion. A positive integer number indicating the maximum number of iterations
allowed. Default, |
full |
|
... |
Other arguments to be passed to the function. Not currently used. |
Value
When full = FALSE
an object similar to seed
with the solution reached when the algorithm stops.
When full = TRUE
a list with the following components:
sol |
An object similar to |
iter |
Number of iterations when the algorithm stops. |
dev.margins |
A list with a set of objects similar to the margins with absolute maximum deviations
between the values in margins and the corresponding weighted sums of the values in |
margin1 |
A R-length vector of positive values with the actual margin1 object used to reach the solution.
This coincides with |
margin2 |
A C-length vector of positive values with the actual margin2 object used to reach the solution.
This coincides with |
margin3 |
A L-length vector of positive values with the actual margin3 object used to reach the solution.
This coincides with |
margin12 |
A RxC matrix of positive values with the actual margin12 object used to reach the solution.
This coincides with |
margin13 |
A RxL matrix of positive values with the actual margin13 object used to reach the solution.
This coincides with |
margin23 |
A CxL matrix of positive values with the actual margin23 object used to reach the solution.
This coincides with |
inputs |
A list containing all the objects with the values used as arguments by the function. |
Note
Weighted Iterative proportional fitting is an extension of IPF. WIPF produces the same solutions than IPF with all weights being ones and when they are not normalized. IPF is also known as RAS in economics, raking in survey research or matrix scaling in computer science.
Author(s)
Jose M. Pavia, pavia@uv.es
Examples
s <- structure(c(0.9297, 0.9446, 0.8763, 0.92, 0.8655, 0.8583, 0.8132,
0.8679, 0.7968, 0.7834, 0.721, 0.7859, 0.7747, 0.7851, 0.8632,
1.041, 1.5617, 1.5642, 1.4847, 1.5176, 1.4157, 1.3851, 1.3456,
1.4012, 1.3017, 1.2626, 1.1904, 1.2668, 1.3203, 1.3181, 1.1965,
1.1654, 1.2219, 1.3863, 1.306, 1.1963, 1.1376, 1.35, 1.2595,
1.1289, 1.0456, 1.2863, 1.1274, 1.0208, 1.0542, 1.1272, 1.1594,
1.1668, 1.1931, 1.1328, 1.1221, 1.1011, 1.1298, 1.0454, 1.0573,
1.0557, 1.0599, 0.973, 0.9545, 0.9721, 1.0489, 0.9934, 0.9382,
0.876, 1.339, 1.1939, 1.0229, 1.0378, 1.0402, 0.9554, 0.9794,
1.0089, 0.9422, 0.8584, 0.8563, 0.9013, 0.9252, 0.8706, 0.8354,
0.8071, 0.9737, 1.0008, 0.9593, 0.9257, 0.9556, 0.9534, 0.9313,
0.9151, 0.883, 0.8731, 0.8285, 0.8309, 0.9131, 0.9258, 0.8467,
0.7785), .Dim = c(4L, 4L, 6L))
w <- structure(c(18520.3, 11776.3, 19479.5, 22497.6, 18968.7, 17263.7,
36494.7, 21707, 13406.3, 13570.4, 37746.1, 20593.2, 6595.6, 25444.6,
59868.2, 81777.2, 3380.4, 20610.7, 22247.3, 6800.9, 5236.3, 14877.8,
7205, 5028.4, 1130.7, 6603.2, 4007.4, 2620.5, 374.8, 1624.3,
4963.7, 9551.3, 31806, 93615.9, 121986.6, 44640.3, 32110.6, 95814.4,
72827.9, 30922.5, 43197.3, 72050.8, 66673.4, 40370.1, 31488.2,
55014.9, 69457.2, 80021.2, 17701.7, 8765.2, 11790.9, 3872.8,
30544.5, 12141.2, 12415.2, 9471.9, 36138.6, 19198.1, 23120.1,
15597.9, 12140.2, 8058.3, 20948.3, 19380.2, 78543.9, 86503.6,
28727.8, 29208.7, 26300.6, 42363, 20786.6, 14380.3, 9493.5, 17816.2,
19844.1, 10898.2, 1419, 4211.5, 20615, 22748.2, 3365.8, 2639.8,
2433.3, 930.5, 22119.6, 31022.7, 12748.5, 10161.4, 15450.2, 32747.1,
22596.4, 13228.1, 17289.2, 30189.2, 31476.6, 15338.7),
.Dim = c(4L, 4L, 6L))
m1 <- c(1.025527, 1.018229, 0.969744, 0.994998)
m2 <- c(1.111023, 1.030213, 0.935041, 0.906709)
m3 <- c(0.810568, 1.375203, 1.07096, 1.044461, 0.949441, 0.915284)
m12 <- structure(c(1.061059, 1.120345, 1.097519, 1.188501, 1.017091,
0.967245, 1.03447, 1.18867, 0.9797, 0.900885, 0.85575, 1.070772,
1.041953, 1.074653, 0.887316, 0.791906), .Dim = c(4L, 4L))
m13 <- structure(c(0.779029, 0.865343, 0.757887, 0.852708, 1.351367,
1.409585, 1.350907, 1.361528, 1.091867, 1.107661, 0.99364, 1.127478,
1.13439, 0.948428, 1.075919, 0.916096, 1.031958, 0.835103, 1.006321,
0.982888, 0.86109, 0.976673, 0.961731, 0.764211), .Dim = c(4L, 6L))
m23 <- structure(c(0.962955, 0.880973, 0.798545, 0.714783, 1.547556,
1.277098, 1.149491, 1.210108, 1.186342, 1.084436, 0.976822, 1.003611,
1.092564, 1.066306, 1.038601, 0.996779, 0.971751, 1.016173, 0.867197,
0.803929, 0.831913, 0.933863, 0.857392, 0.960169), .Dim = c(4L, 6L))
example <- WIPF3(seed = s, weights = w, margin3 = m3, margin12 = m12, margin13 = m13)