bal.m

计量工具箱

function yb = bal(y,z);
% PURPOSE: Proportional adjustment of y to a given total z
% -----------------------------------------------------------------------------
% SYNTAX: res = bal(y,z);
% -----------------------------------------------------------------------------
% OUTPUT: yb : nxM  --> balanced series
% -----------------------------------------------------------------------
% INPUT: y: nxM  --> unbalanced series
%        z: nx1 --> transversal constraint
% -----------------------------------------------------------------------
% LIBRARY: vec, desvec
% -----------------------------------------------------------------------
% SEE ALSO: denton
% -----------------------------------------------------------------------
% REFERENCE: di Fonzo, T. (1994) "Temporal disaggregation of a system of 
% time series when the aggregate is known: optimal vs. adjustment methods",
% INSEE-Eurostat Workshop on Quarterly National Accounts, Paris, december

% written by:
% Enrique M. Quilis
% Instituto Nacional de Estadistica
% Paseo de la Castellana, 183
% 28046 - Madrid (SPAIN)

%--------------------------------------------------------
%       Preliminary checking

[n,m] = size(y);
[nz,mz] = size(z);

if ((n ~=  nz) |  (mz ~=  1) )
   error (' *** INCORRECT DIMENSIONS *** ');
else
    M = m;
    clear m nz mz;
end

%--------------------------------------------------------
%  **** CONSTRAINT MATRICES ***
%--------------------------------------------------------
% Required:
%              H1 ---> transversal aggregator
%
%---------------------------------------------------------------
%       Generate H1: n x nM

H1 = kron(ones(1,M),eye(n));

%---------------------------------------------------------------
%       Generate discrepancies delta: n x 1

delta = z - H1 * vec(y);

%---------------------------------------------------------------
%       Generate weights matrix w: nxM

w = y ./ kron(ones(1,M),(sum(y')'));

%---------------------------------------------------------------
%       Generate balanced series in stacked form

aux = vec(y) +  vec(w) .* vec(kron(ones(1,M),delta));

%---------------------------------------------------------------
%       Unstack balanced series

yb = desvec(aux,M); clear aux;