walkr 0.4.0

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

Released Jun 29, 2019 by Andy Yao

This package cannot yet be used with Renjin it depends on other packages which are not available: shinystan 2.5.0


shinystan 2.5.0 limSolve MASS 7.3-51.4 hitandrun 0.5-5 RcppEigen Rcpp

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) .



View GitHub Mirror

Release History