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 convex polytope. 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.
Install from CRAN(released version):
Install from GitHub (development version):
library(walkr) A <- matrix(1, ncol = 3) b <- 1 sampled_points <- walkr(A = A, b = b, points = 1000, method = "dikin", ret.format = "list")
Visualizing the Sampled Points