Volume computation and sampling

About

The volesti package provides R with functions for volume estimation and sampling. In particular, it provides an R interface for the C++ library volesti.

volesti computes approximations of volume of polytopes given as a set of points or linear inequalities or as a Minkowski sum of segments (zonotopes). There are algorithms for volume approximation as well as algorithms for sampling, rounding and rotating polytopes. Last but not least, volesti provides implementations of geometric algorithms to compute the score of a portfolio given asset returns and to detect financial crises in stock markets.

Download and install

• The latest stable version is available from CRAN.

• The latest development version is available on Github www.github.com/GeomScale/volume_approximation

• Install volesti by running:
  

install.packages("volesti")

• The package-dependencies are: Rcpp, RcppEigen, BH.

Documentation

• Using the R Interface
• Wikipage with Tutorials and Demos
• Tutorial given to PyData meetup

Credits

• Contributors and Package History
• List of Publications

Copyright (c) 2012-2020 Vissarion Fisikopoulos
Copyright (c) 2018-2020 Apostolos Chalkis

You may redistribute or modify the software under the GNU Lesser General Public License as published by Free Software Foundation, either version 3 of the License, or (at your option) any later version. It is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY.