walkr: MCMC Sampling from Non-Negative Convex Polytopes

Abstract

Consider the intersection of two spaces: the complete solution space to Ax = b and the N-simplex, described by N ∑ i=1 x i = 1 and x i ≥ 0. The intersection of these two spaces is a non-negative convex polytope. The R package walkr samples from this intersection using two Monte-Carlo Markov Chain (MCMC) methods: hit-and-run and Dikin walk. walkr also provides tools to examine sample quality.