R/AHP.R

In zhjx19/mathmodels: Comprehensive Mathematical Modeling Algorithms in R

#' @title AHP: Analytic Hierarchy Process
#'
#' @description AHP is a multi-criteria decision
#' analysis method developed by Saaty, which can also be used to
#' determine indicator weights.
#'
#' @param A a numeric matrix, i.e. pairwise comparison matrix
#'
#' @return a list object that contains: w (Weight vector), CR (Consistency ratio),
#' Lmax (Maximum eigenvalue), CI (Consistency index)
#' @export
#'
#' @examples
#' A = matrix(c(1,   1/2, 4, 3,   3,
#'              2,   1,   7, 5,   5,
#'              1/4, 1/7, 1, 1/2, 1/3,
#'              1/3, 1/5, 2, 1,   1,
#'              1/3, 1/5, 3, 1,   1), byrow = TRUE, nrow = 5)
#' AHP(A)


AHP = function(A) {

  n = nrow(A)
  for(i in 1:n) {
    for(j in i:n) {
      if(abs(A[i,j] * A[j,i] - 1) > 1.5e-8)
        warning(paste0("A[", i, ",", j, "] violate reciprocal rule!"))
    }
  }

  rlt = eigen(A)
  Lmax = Re(rlt$values[1])   # Maximum eigenvalue

  # Weight vector
  w = Re(rlt$vectors[,1]) / sum(Re(rlt$vectors[,1]))

  # Consistency index
  CI = (Lmax - n) / (n - 1)

  # Consistency ratio
  # Saaty's random Consistency indexes
  RI = c(0,0,0.58,0.90,1.12,1.24,1.32,1.41,1.45,1.49,1.51)
  CR = CI / RI[n]
  list(w = w, CR = CR, Lmax = Lmax, CI = CI)
}