CRAN
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
Dependencies
shinystan 2.5.0 limSolve 1.5.5.3 MASS 7.3-51.4 hitandrun 0.5-5 RcppEigen 0.3.3.5.0 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)