European Ocean Biodiversity Information System
[ report an error in this record ]basket (0): add | show Print this page
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: Los Angeles, Calif.. ISSN 1548-7660; e-ISSN 1548-7660
Peer reviewed article  
Available in  Authors 
    Vlaams Instituut voor de Zee: Open access 149403 [ download pdf ]
Keywords
    Algorithms
    Linear
    Modelling
    Marine/Coastal
Authors  Top 
  • Van den Meersche, K.
  • Soetaert, K.
  • van Oevelen, D.
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.
All data in the Integrated Marine Information System (IMIS) is subject to the VLIZ privacy policy Top | Authors