function z = vdp(y,sigma,A); % PURPOSE: Balancing by means of van der Ploeg method % ------------------------------------------------------------ % SYNTAX: z = vdp(y,sigma,A); % ------------------------------------------------------------ % OUTPUT: z : kx1 vector of balanced variables % ------------------------------------------------------------ % INPUT: y : kx1 vector of unbalanced variables (initial estimates) % sigma : kxk VCV of initial estimates % A : kxm matrix of linear constraints % ------------------------------------------------------------ % REFERENCE: Van der Ploeg, F.(1982)"Reliability and the adjustment % of sequences of large economic accounting matrices",Journal of % the Royal Statistical Society, series A, vol. 145, n. 2, p. 169-194. % written by: % Enrique M. Quilis % Instituto Nacional de Estadistica % Paseo de la Castellana, 183 % 28046 - Madrid (SPAIN) disc = A' * y; % Discrepancy AUX = inv(A'*sigma*A); z = y - sigma*A*AUX*disc; % LS balanced estimation