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>.
|Author||Andy Yao [aut, cre], David Kane [aut], Jeffrey Enos [aut]|
|Maintainer||Andy Yao <[email protected]>|
|Package repository||View on CRAN|
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