Simple algorithm from paper Friedrich et al. (2015) for integer-valued optimal allocation in stratified sampling.
SimpleGreedy(
n,
Ah,
mh = rep(1, length(Ah)),
Mh = rep(Inf, length(Ah)),
nh = mh
)SimpleGreedy2(v0, Nh, Sh, mh = rep(1, length(Nh)), Mh = Nh, nh = mh)
A vector of optimal allocation sizes.
target sample size for allocation.
population strata sizes * standard deviations of a given variable in strata.
lower constraints for sample sizes in strata.
upper constraints for sample sizes in strata.
initial allocation (if not given then nh=mh).
upper limit for value of variance which must be attained for computed optimal allocation.
population strata sizes.
standard deviations of a given variable in strata.
SimpleGreedy2()
:
Friedrich, U., Münnich, R., de Vries, S. and Wagner, M. (2015) Fast integer-valued algorithms for optimal allocations under constraints in stratified sampling, Computational Statistics and Data Analysis, 92, pp. 1–12. https://www.sciencedirect.com/science/article/pii/S0167947315001413