Published March 20, 2017 | Version v1
Software Open

walkr: MCMC Sampling from Non-Negative Convex Polytopes

  • 1. Williams College
  • 2. Harvard University

Description

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.

Files

walkr(VERSION 0.3.4, CRAN, FEB 24)-20170320T120457Z-001.zip

Files (1.2 MB)