volesti

Volume Approximation and Sampling of Convex Polytopes

Vissarion Fisikopoulos, Apostolos Chalkis

Last update: 19 September 2023

Copyright license: GNU Lesser General Public License, version 3.0

Software version identifier: 1.1.2-4, 1.1.2-6, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.1.0, 1.1.1, 1.1.2-2, 1.1.2-3, 1.1.2, 1.1.2-7

Description

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.

Cites work

volesti: Volume Approximation and Sampling for Convex Polytopes in R

This page was built for software: volesti