Random Walks in the Intersection of Hyperplanes and the
N-Simplex
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. The package implements Dikin walk specified in Sachdeva (2016) .