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| one publication added to basket [136332] | | 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 , meer |
| Trefwoorden |
Algoritmes; Linear; Modellering; Marien |
| 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. |
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