Provides an R interface for 'volesti' C++ package. 'volesti' computes estimations of volume
of polytopes given by (i) a set of points, (ii) linear inequalities or (iii) Minkowski sum of segments
(a.k.a. zonotopes). There are three algorithms for volume estimation as well as algorithms
for sampling, rounding and rotating polytopes. Moreover, 'volesti' provides algorithms for
estimating copulas useful in computational finance. Methods implemented in 'volesti' are described
in A. Chalkis and V. Fisikopoulos (2022)
The volesti package provides R with functions for volume estimation and sampling. In particular, it provides an R interface for the C++ library volesti.
volesti computes approximations of volume of polytopes given as a set of points or linear inequalities or as a Minkowski sum of segments (zonotopes). There are algorithms for volume approximation as well as algorithms for sampling, rounding and rotating polytopes. Last but not least, volesti provides implementations of geometric algorithms to compute the score of a portfolio given asset returns and to detect financial crises in stock markets.
The latest stable version is available from CRAN.
The latest development version is available on Github www.github.com/GeomScale/volesti
Install volesti by running:
install.packages("volesti")
Rcpp, RcppEigen, BH.Copyright (c) 2012-2020 Vissarion Fisikopoulos Copyright (c) 2018-2020 Apostolos Chalkis
You may redistribute or modify the software under the GNU Lesser General Public License as published by Free Software Foundation, either version 3 of the License, or (at your option) any later version. It is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY.