double stochastic weights matrix
On Tue, 27 Oct 2009, Carson Farmer wrote:
Hi list, Does anyone know of a package/function that will compute double stochastic matrices? In case my terminology is wrong: What I am looking for is a function to take an input (weights) matrix, and output a new matrix with row and column sums equal to some specified value (or as close to this as possible given some maximum number of iterations or other parameter). This would likely be an iterative function, with some sort of balancing term to avoid drift. Does anyone know of an implementation of this? Perhaps I should pose this question to the general R mailing list?
Google on Biproportional or Biproportionate matrices - refered to in Haggett, Cliff & Frey (1977), p. 125, originally Bacharach (1970). There are papers on algorithms, mostly related to input-output modelling, including RAS updating. Roger
Cheers, Carson
Roger Bivand Economic Geography Section, Department of Economics, Norwegian School of Economics and Business Administration, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43 e-mail: Roger.Bivand at nhh.no