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

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) .


News

walkr 0.3.4

  • Updated the vignette
  • Fixed previous warnings

Reference manual

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install.packages("walkr")

0.4.0 by Andy Yao, 20 days ago


https://github.com/andyyao95/walkr


Report a bug at https://github.com/andyyao95/walkr/issues


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


Authors: Andy Yao [aut, cre] , David Kane [aut] , Jeffrey Enos [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports hitandrun, limSolve, MASS, Rcpp, shinystan

Suggests testthat, knitr, grid, gridExtra, rmarkdown

Linking to Rcpp, RcppEigen


See at CRAN