The volesti
package provides R with functions for volume estimation and sampling. In particular, it provides an R interface for the C++ library volesti.
volesti
computes approximations of volume of polytopes given as a set of points or linear inequalities or as a Minkowski sum of segments (zonotopes). There are algorithms for volume approximation as well as algorithms for sampling, rounding and rotating polytopes. Last but not least, volesti
provides implementations of geometric algorithms to compute the score of a portfolio given asset returns and to detect financial crises in stock markets.
The latest development version is available on Github www.github.com/GeomScale/volesti
Install volesti
by running:
install.packages("volesti")
Rcpp
, RcppEigen
, BH
.Copyright (c) 2012-2020 Vissarion Fisikopoulos Copyright (c) 2018-2020 Apostolos Chalkis
You may redistribute or modify the software under the GNU Lesser General Public License as published by Free Software Foundation, either version 3 of the License, or (at your option) any later version. It is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY.
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