GPCEMA.GMS: A General Purpose Cross-Entropy Matrix Adjustment Program (Quick User Guide)

Abstract

This note briefly presents the GAMS matrix adjustment program GPCEMA.gms (GPCEMA stands for General Purpose Cross-Entropy Matrix Adjustment). The matrix adjustment problem tackled in GPCEMA.gms is to adjust an existing matrix (called the prior matrix) so that the adjusted matrix (the posterior matrix) has row and column sums that conform to known marginal totals. GPCEMA.gms is based on the minimum information-gain principle (also known as minimum cross-entropy), as it has been extended to deal with negative entries by Junius and Oosterhaven (2003). The program automatically deals with situations where row sums, column sums, or both are constrained to zero.