I am happy to announce my first Julia package, ItPropFit.jl! It is a package for multidimensional iterative proportional fitting. It has similar features to the R package mipfp
: the target array can be multidimensional, and the corresponding array margins can themselves be multidimensional as well.
Of course, this is a Julia package so we get a nice speed improvement over mipfp (approximately 5 - 20 times speedup depending on the situation on my computer).
I wrote this package based on this thread.
It has full documentation, with an example where I integrate ItPropFit.jl with FreqTables.jl and DataFrames.jl to compute survey weights for a linear regression (see here).
This is my first Julia package, so I am excited to hear what you think. In case you have comments on the code, I am happy to hear from you! Contributions are also very welcome, of course.
For a rough development to-do list, you can check out the github issues.