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|xsample(): An R function for sampling linear inverse problems|
|Van den Meersche, K.; Soetaert, K.; van Oevelen, D. (2009). xsample(): An R function for sampling linear inverse problems. J. Stat. Software 30(Code Snippet 1): 1-15|
|In: Journal of Statistical Software. American Statistical Association: Alexandria. ISSN 1548-7660 , more|
Algorithms; Linear; Modelling; Marine
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.