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.

Author
Gert van Valkenhoef, Tommi Tervonen
Date of publication
2015-07-10 20:32:43
Maintainer
Gert van Valkenhoef <g.h.m.van.valkenhoef@rug.nl>
License
GPL-3
Version
0.5-2
URLs

View on CRAN

Man pages

bbReject
Bounding box rejection sampler
createBoundBox
Calculate a bounding box
createSeedPoint
Generate a seed point
createTransform
Create transformation matrices
eliminateRedundant
Eliminate redundant linear constraints
findExtremePoints
Find extreme points
findFace
Find the closest face (constraint) to an interior point of a...
findInteriorPoint
Find an interior point
findVertices
Find vertices of the polytope
har
"Hit and Run" sampler
har-constraint
Constraint formulation utility functions
hitandrun
"Hit and Run" sampler
hitandrun-package
"Hit and Run" sampling
hypersphere.sample
Sample uniformly from an n-hypersphere
sab
"Shake and Bake" sampler
shakeandbake
"Shake and Bake" sampler
simplex.createConstraints
Create constraints that define the (n-1)-simplex
simplex.createTransform
Transform points on an (n-1)-simplex to n-dimensional space
simplex.sample
Sample uniformly from a simplex
solution.basis
Calculate the basis for the solution space of a system of...
transformConstraints
Apply a transformation to a set of linear constraints.

Files in this package

hitandrun
hitandrun/tests
hitandrun/tests/test.R
hitandrun/tests/testthat
hitandrun/tests/testthat/test-simplex3d.R
hitandrun/tests/testthat/test-transformRegular.R
hitandrun/tests/testthat/test-solution.basis.R
hitandrun/tests/testthat/test-findPoint.R
hitandrun/tests/testthat/test-degenerate.R
hitandrun/tests/testthat/test-transform.R
hitandrun/tests/testthat/test-transformSeedPoint.R
hitandrun/tests/testthat/test-seedPoint.R
hitandrun/src
hitandrun/src/Makevars
hitandrun/src/randDir.c
hitandrun/src/har.c
hitandrun/src/hypersphereSample.c
hitandrun/src/rsabDir.c
hitandrun/src/intersect.c
hitandrun/src/sab.c
hitandrun/src/har.h
hitandrun/src/hit.c
hitandrun/src/simplexSample.c
hitandrun/src/bbReject.c
hitandrun/src/bound.c
hitandrun/NAMESPACE
hitandrun/NEWS
hitandrun/R
hitandrun/R/shakeandbake.R
hitandrun/R/sample.R
hitandrun/R/constraint.R
hitandrun/R/bound.R
hitandrun/R/transformSimplex.R
hitandrun/R/hitandrun.R
hitandrun/MD5
hitandrun/DESCRIPTION
hitandrun/man
hitandrun/man/hitandrun.Rd
hitandrun/man/createBoundBox.Rd
hitandrun/man/findExtremePoints.Rd
hitandrun/man/shakeandbake.Rd
hitandrun/man/har.Rd
hitandrun/man/hypersphere.sample.Rd
hitandrun/man/hitandrun-package.Rd
hitandrun/man/findInteriorPoint.Rd
hitandrun/man/simplex.createTransform.Rd
hitandrun/man/solution.basis.Rd
hitandrun/man/eliminateRedundant.Rd
hitandrun/man/simplex.sample.Rd
hitandrun/man/har-constraint.Rd
hitandrun/man/transformConstraints.Rd
hitandrun/man/createSeedPoint.Rd
hitandrun/man/simplex.createConstraints.Rd
hitandrun/man/bbReject.Rd
hitandrun/man/createTransform.Rd
hitandrun/man/sab.Rd
hitandrun/man/findVertices.Rd
hitandrun/man/findFace.Rd