https://github.com/markvanderloo/rspa
An R package for optimal record adjustment
https://github.com/markvanderloo/rspa
Last synced: 3 months ago
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An R package for optimal record adjustment
- Host: GitHub
- URL: https://github.com/markvanderloo/rspa
- Owner: markvanderloo
- Created: 2012-09-18T06:27:46.000Z (over 12 years ago)
- Default Branch: master
- Last Pushed: 2024-06-14T09:17:26.000Z (8 months ago)
- Last Synced: 2024-08-13T07:15:31.475Z (6 months ago)
- Language: R
- Size: 173 KB
- Stars: 3
- Watchers: 2
- Forks: 1
- Open Issues: 0
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Metadata Files:
- Readme: README.md
Awesome Lists containing this project
- jimsghstars - markvanderloo/rspa - An R package for optimal record adjustment (R)
README
[](http://cran.r-project.org/web/packages/rspa/NEWS)
[](https://CRAN.R-project.org/package=rspa)
[](http://cran.r-project.org/package=rspa/)
[](https://CRAN.R-project.org/package=rspa)rspa
====An R package for optimal record adjustment
The package adjusts numeric records x, such that Ax <= b is met after adjustment. The
adjustment is kept 'as small as possible' by minimizing (x-x0)'W(x-x0), where x0 is the original value,
x the final value and W a _diagonal_ matrix with positive weights. Here, x may be fairly large; rspa has
been tested with vectors of about half a million elements under 60k (in)-equality restrictions.Todo
----------The main addition I'd like to make is to be able to use a general (sparse) W-matrix.