文章基本信息

标题：xsample(): An R Function for Sampling Linear Inverse Problems
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作者：Karel Van den Meersche ; Karline Soetaert ; Dick Van Oevelen 等
期刊名称：Journal of Statistical Software
印刷版ISSN：1548-7660
电子版ISSN：1548-7660
出版年度：2009
卷号：30
期号：1
页码：1-15
语种：English
出版社：University of California, Los Angeles
摘要：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.