walkr: Random Walks in the Intersection of Hyperplanes and the N-Simplex

Consider the intersection of two spaces: the complete solution space to Ax = b and the N-simplex. The intersection of these two spaces is a non-negative convex polytope. The package walkr samples from this intersection using two Monte-Carlo Markov Chain (MCMC) methods: hit-and-run and Dikin walk. walkr also provide tools to examine sample quality. The package implements Dikin walk specified in Sachdeva (2016) <doi:10.1016/j.orl.2016.07.005>.

Package details

AuthorAndy Yao [aut, cre], David Kane [aut], Jeffrey Enos [aut]
MaintainerAndy Yao <andy.yao17@gmail.com>
URL https://github.com/andyyao95/walkr
Package repositoryView on CRAN
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walkr documentation built on June 29, 2019, 9:02 a.m.