xsample(): An R Function for Sampling Linear Inverse Problems
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| Authors | Karel Van den Meersche, Karline Soetaert, Dick Van Oevelen |
| Journal/Conference Name | JOURNAL OF STATISTICAL SOFTWARE |
| Paper Category | Other |
| Paper Abstract | An R function is implemented that uses Markov chain Monte Carlo (MCMC) algorithms to uniformly sample the feasible region of constrained linear problems. Two existing hit-and-run sampling algorithms are implemented, together with a new algorithm where an MCMC step reflects on the inequality constraints. The new algorithm is more robust compared to the hit-and-run methods, at a small cost of increased calculation time. |
| Date of publication | 2009 |
| Code Programming Language | R |
| Comment |
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