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 convex polytope. 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.
install.packages("walkr")
devtools::install_github("andyyao95/walkr")
library(walkr)
A <- matrix(1, ncol = 3)
b <- 1
sampled_points <- walkr(A = A, b = b, points = 1000,
method = "dikin", ret.format = "list")
explore_walkr(sampled_points)
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