"Hit and Run" and "Shake and Bake" for Sampling Uniformly from Convex Shapes

The "Hit and Run" Markov Chain Monte Carlo method for sampling uniformly from convex shapes defined by linear constraints, and the "Shake and Bake" method for sampling from the boundary of such shapes. Includes specialized functions for sampling normalized weights with arbitrary linear constraints.


News

hitandrun 0.5-4

Released 2018-05-21

hitandrun 0.5-3

Released 2016-12-23

  • Update maintainer email

hitandrun 0.5-2

Released 2015-07-10

  • Check for failures in findExtremePoints and findVertices and give clear errors.

  • Simplify C code by eliminating homogeneous coordinate.

  • Transition to testthat for testing.

  • Explicitly import functions from R core packages.

hitandrun 0.5-1

Released 2015-04-18

  • Check for failures in findInteriorPoint and give clear errors.

hitandrun 0.5

Released 2015-01-06

  • Add "Shake and Bake" method to sample from the boundary of polytopes.

  • Modify DESCRIPTION to conform to CRAN guidelines.

hitandrun 0.4-2

Released 2014-08-04

  • Add parameter to skip the elimination of redundant constraints by hitandrun() and har.init().

  • hitandrun() and har.init() now correctly transform x0 if it is given.

  • Bugfix: createTransform(inverse=TRUE) failed if the dimensionality was reduced by more than one.

  • Expose eliminateRedundant in the NAMESPACE

  • Bugfix (upper|lower)BoundConstraint

  • Do not call rcdd::redundant with fewer than two constraints

  • Convert all C code to '.Call interface'

hitandrun 0.4-1

Released 2014-01-14

  • Detect and handle degenerate sampling spaces

  • Use rational arithmetic in rcdd:: computations

hitandrun 0.4

Released 2013-11-27

  • Add randomized slack LP for randomized starting point generation

  • Remove "extremes" method for starting point generation

hitandrun 0.3

Released 2013-10-31

  • Add solution.basis, createTransform, and transformConstraints to deal with equality constraints

  • Add simplexConstraints to explicitly generate the constraints that define the n-simplex

  • Add hitandrun, har.init, and har.run to provide a generalized interface to har that handles equality and inequality constraints

  • Export findInteriorPoint to find an interior point of the polytope

  • Add hypersphere.sample for sampling uniformly from the unit hypersphere

  • Prefix C symbols with hitandrun_ to prevent name clashes

  • Update package documentation extensively

hitandrun 0.2-2

Released 2013-08-22

  • Add the "slacklp" method for seed point generation (findInteriorPoint) (fixed #2)

  • Prevent dimension reduction of arrays using drop=FALSE on indexing operations

hitandrun 0.2-1

Released 2013-07-11

  • Bugfix: "extremes" seed point generation sometimes generated points outside the polytope (fixed #1)

  • Documentation updates

hitandrun 0.2

Released 2012-01-10

  • Initial CRAN release

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("hitandrun")

0.5-5 by Gert van Valkenhoef, 3 months ago


http://github.com/gertvv/hitandrun


Browse source code at https://github.com/cran/hitandrun


Authors: Gert van Valkenhoef , Tommi Tervonen


Documentation:   PDF Manual  


GPL-3 license


Imports rcdd, stats

Suggests testthat


Imported by hypervolume.

Depended on by rorutadis.

Suggested by smaa.


See at CRAN