Principal Balances

Marc Comas-Cufí

2022-03-16

Principal balances are defined as follows (Pawlowsky-Glahn, Egozcue, and Tolosan-Delgado 2011):

Given an \(n\)-sample of a \(D\)-part random composition, the set of Principal Balances (PB) is a set of \(D-1\) balances satisfying the following conditions:

Because of the large amount of possibilities, for a given compositional sample, finding the PB is a computational demanding task. Martín-Fernández et al. (2017) proposed different approaches to deal with the calculation and approximation of such type of basis. coda.base implements all methods presented in (Martín-Fernández et al. 2017).

To illustrate coda.base functionalities we will use the following dataset:

library(coda.base)
X = parliament2017[,-1]

consisting of parties in the 2017 Catalan Parliament Elections.

Exact Principal Balances

coda.base can calculate the PB with the function pb_basis(). Function pb_basis() needs the paramater method to be set. To obtain the PB users needs to set method = "exact".

B1 = pb_basis(X, method = "exact")

Where the obtained sequential binary partition can be summarised with the following sequential binary tree:

plot(B1)

apply(coordinates(X, B1), 2, var)
#>      pb1      pb2      pb3      pb4      pb5      pb6      pb7 
#> 0.663216 0.085733 0.046135 0.044113 0.032890 0.028590 0.008179

When method is set to "exact", exhaustive search is performed to obtain the PB. The time needed to calculate the PB grows exponentially with respect the number of parts of X. To iterate throught all the possibilities, CoDaPack uses the algorithm Ruskey (1993). Currently, exhaustive search can find the PB of a compositional data set with 20 parts in a reasonable ammount of time (5 minutes approximately).

When the number of part is higher, the exact method should be discarted in favour of other alternatives. Different alternatives are available in Pawlowsky-Glahn, Egozcue, and Tolosan-Delgado (2011) and Martín-Fernández et al. (2017). Between this alternatives, the once that can be implemented are agglomerative partition approach based on the Ward method Martín-Fernández et al. (2017) and the approximation based on a reduced approximation to the principal components (Martín-Fernández et al. 2017).

Ward Method for Parts

For a composition \(X\), Pawlowsky-Glahn, Egozcue, and Tolosan-Delgado (2011) proposed to builds the variation array and use it to produce a matrix distance. The variation array calculates the variance between pair of logratios.

D = as.dist(variation_array(X, only_variation = TRUE))
D
#>            cs   jxcat     erc     psc   catsp     cup      pp
#> jxcat 0.62079                                                
#> erc   0.39636 0.08823                                        
#> psc   0.04887 0.53876 0.29338                                
#> catsp 0.06682 0.54951 0.29768 0.01636                        
#> cup   0.48118 0.07179 0.05809 0.36163 0.35432                
#> pp    0.12424 0.40944 0.20351 0.10318 0.14361 0.32193        
#> other 0.07018 0.56344 0.36363 0.07197 0.07462 0.37428 0.20308

Combining pairs with lower variance it is expected to get a final merging with high variability.

B2 = pb_basis(X, method = 'cluster')
plot(B2)

apply(coordinates(X, B2), 2, var)
#>      pb1      pb2      pb3      pb4      pb5      pb6      pb7 
#> 0.651569 0.097381 0.043659 0.043188 0.035838 0.029044 0.008179

Constrained PCs Algorithm

B3 = pb_basis(X, method = 'constrained')
plot(B3)

apply(coordinates(X, B3), 2, var)
#>      pb1      pb2      pb3      pb4      pb5      pb6      pb7 
#> 0.663216 0.085733 0.046135 0.044113 0.032890 0.028590 0.008179

References

Martín-Fernández, Josep A., Vera Pawlowsky-Glahn, Juan J. Egozcue, and Raimon Tolosan-Delgado. 2017. “Advances in Principal Balances for Compositional Data.” Mathematical Geosciences 50: 273–98. https://doi.org/10.1007/s11004-017-9712-z.
Pawlowsky-Glahn, Vera, Juan J. Egozcue, and Raimon Tolosan-Delgado. 2011. “Principal Balances.” In Egozcue JJ, Tolosana-Delgado R, Ortego M (Eds) Proceedings of the 4th International Workshop on Compositional Data Analysis, Girona, Spain, 1–10.
Ruskey, Frank. 1993. “Simple Combinatorial Gray Codes Constructed by Reversing Sublists.” Lecture Notes in Computer Science 762: 201–8. https://doi.org/10.1007/3-540-57568-5_250.