Aggregation matrix of a (possibly) unbalanced hierarchy in balanced form
Source:R/fun_export.R
balance_hierarchy.RdA hierarchy with \(L\) upper levels is said to be balanced if each variable at level \(l\) has at least one child at level \(l+1\). When this doesn't hold, the hierarchy is unbalanced. This function transforms an aggregation matrix of an unbalanced hierarchy into an aggregation matrix of a balanced one. This function is used to reconcile forecasts with cslcc, which operates exclusively with balanced hierarchies.
Arguments
- agg_mat
A (\(n_a \times n_b\)) numeric matrix representing the cross-sectional aggregation matrix. It maps the \(n_b\) bottom-level (free) variables into the \(n_a\) upper (constrained) variables.
- nodes
A (\(L \times 1\)) numeric vector indicating the number of variables in each of the upper \(L\) levels of the hierarchy. The default value is the string "
auto" which calculates the number of variables in each level.- sparse
Option to return sparse matrices (default is
TRUE).
Value
A list containing four elements:
- bam
The balanced aggregation matrix.
- agg_mat
The input matrix.
- nodes
A (\(L \times 1\)) numeric vector indicating the number of variables in each of the \(L\) upper levels of the balanced hierarchy.
- id
The identification number of each variable in the balanced hierarchy. It may contains duplicated values.
See also
Utilities:
FoReco2matrix(),
aggts(),
commat(),
csprojmat(),
cstools(),
ctprojmat(),
cttools(),
df2aggmat(),
lcmat(),
recoinfo(),
res2matrix(),
shrink_estim(),
teprojmat(),
tetools(),
unbalance_hierarchy()
Examples
# Unbalanced -> Balanced
# T T
# |-------| |-------|
# A | A B
# |---| | |---| |
# AA AB B AA AB BA
A <- matrix(c(1, 1, 1,
1, 1, 0), 2, byrow = TRUE)
obj <- balance_hierarchy(agg_mat = A, nodes = c(1, 1))
obj$bam
#> 3 x 3 sparse Matrix of class "dgCMatrix"
#>
#> [1,] 1 1 1
#> [2,] 1 1 .
#> [3,] . . 1