Is there any package that implements the iterative proportional fitting procedure?
I was looking for the same, and I could not. I wonder if you found one? Since the algorithm is simple, it may be written easily, I guess.
no, i didn’t
I ended up writing a prototype script. Let me know if you are interested in having a look. Just to let you know, I am not working with matrices, but on systems of nonlinear equations.
I have just submitted a package for this to be registered: ItPropFit.jl. will make an announcement once it’s in the registry!
For now, it’s quite basic but benchmarks favourably compared to R’s mipfp.
Excited to hear your feedback! If you are willing to go through the code I’m also happy to hear any thoughts via an issue on github or on here