hitandrun: "Hit and Run" and "Shake and Bake" for Sampling Uniformly from Convex Shapes

The "Hit and Run" Markov Chain Monte Carlo method for sampling uniformly from convex shapes defined by linear constraints, and the "Shake and Bake" method for sampling from the boundary of such shapes. Includes specialized functions for sampling normalized weights with arbitrary linear constraints. Tervonen, T., van Valkenhoef, G., Basturk, N., and Postmus, D. (2012) <doi:10.1016/j.ejor.2012.08.026>. van Valkenhoef, G., Tervonen, T., and Postmus, D. (2014) <doi:10.1016/j.ejor.2014.06.036>.

Package details

AuthorGert van Valkenhoef [aut, cre, cph], Tommi Tervonen [aut]
MaintainerGert van Valkenhoef <gert@gertvv.nl>
LicenseGPL-3
Version0.5-6
URL https://github.com/gertvv/hitandrun
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("hitandrun")

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hitandrun documentation built on May 28, 2022, 1:09 a.m.