Package: volesti 1.1.2-7

volesti: Volume Approximation and Sampling of Convex Polytopes

Provides an R interface for 'volesti' C++ package. 'volesti' computes estimations of volume of polytopes given by (i) a set of points, (ii) linear inequalities or (iii) Minkowski sum of segments (a.k.a. zonotopes). There are three algorithms for volume estimation as well as algorithms for sampling, rounding and rotating polytopes. Moreover, 'volesti' provides algorithms for estimating copulas useful in computational finance. Methods implemented in 'volesti' are described in A. Chalkis and V. Fisikopoulos (2022) <doi:10.32614/RJ-2021-077> and references therein.

Authors:Vissarion Fisikopoulos <[email protected]> [aut, cph, cre], Apostolos Chalkis <[email protected]> [cph, aut], contributors in file inst/AUTHORS

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NEWS

# Install 'volesti' in R:
install.packages('volesti', repos = c('https://vfisikop.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/geomscale/volesti/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

31 exports 2 stars 0.36 score 3 dependencies 69 scripts 335 downloads

Last updated 1 years agofrom:23a39fb189. Checks:OK: 4 NOTE: 5. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 12 2024
R-4.5-win-x86_64NOTESep 12 2024
R-4.5-linux-x86_64NOTESep 12 2024
R-4.4-win-x86_64NOTESep 12 2024
R-4.4-mac-x86_64NOTESep 12 2024
R-4.4-mac-aarch64NOTESep 12 2024
R-4.3-win-x86_64OKSep 12 2024
R-4.3-mac-x86_64OKSep 12 2024
R-4.3-mac-aarch64OKSep 12 2024

Exports:compute_indicatorscopuladirect_samplingexact_volfrustum_of_simplexgen_crossgen_cubegen_prod_simplexgen_rand_hpolygen_rand_vpolygen_rand_zonotopegen_simplexgen_skinny_cubeHpolytopeinner_ballload_sdpa_format_filepoly_genread_sdpa_format_filerotate_polytoperotatinground_polytoperoundingsample_pointsSpectrahedronvolumeVpolytopeVpolytopeIntersectionwrite_sdpa_format_filezono_approxZonotopezonotope_approximation

Dependencies:BHRcppRcppEigen

Readme and manuals

Help Manual

Help pageTopics
Compute an indicator for each time period that describes the state of a market.compute_indicators
Construct a copula using uniform sampling from the unit simplexcopula
Sample perfect uniformly distributed points from well known convex bodies: (a) the unit simplex, (b) the canonical simplex, (c) the boundary of a hypersphere or (d) the interior of a hypersphere.direct_sampling
Compute the exact volume of (a) a zonotope (b) an arbitrary simplex in V-representation or (c) if the volume is known and declared by the input object.exact_vol
Compute the percentage of the volume of the simplex that is contained in the intersection of a half-space and the simplex.frustum_of_simplex
Generator function for cross polytopesgen_cross
Generator function for hypercubesgen_cube
Generator function for product of simplicesgen_prod_simplex
Generator function for random H-polytopesgen_rand_hpoly
Generator function for random V-polytopesgen_rand_vpoly
Generator function for zonotopesgen_rand_zonotope
Generator function for simplicesgen_simplex
Generator function for skinny hypercubesgen_skinny_cube
An R class to represent an H-polytopeHpolytope Hpolytope-class
Compute an inscribed ball of a convex polytopeinner_ball
Read a SDPA format fileread_sdpa_format_file
Apply a random rotation to a convex polytope (H-polytope, V-polytope, zonotope or intersection of two V-polytopes)rotate_polytope
Apply rounding to a convex polytope (H-polytope, V-polytope or a zonotope)round_polytope
Sample uniformly or normally distributed points from a convex Polytope (H-polytope, V-polytope, zonotope or intersection of two V-polytopes).sample_points
An R class to represent a SpectrahedronSpectrahedron Spectrahedron-class
The main function for volume approximation of a convex Polytope (H-polytope, V-polytope, zonotope or intersection of two V-polytopes)volume
An R class to represent a V-polytopeVpolytope Vpolytope-class
An R class to represent the intersection of two V-polytopesVpolytopeIntersection VpolytopeIntersection-class
Write a SDPA format filewrite_sdpa_format_file
A function to over-approximate a zonotope with PCA method and to evaluate the approximation by computing a ratio of fitness.zonotope_approximation
An R class to represent a ZonotopeZonotope Zonotope-class