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VE.HAR: Vertex HAR with extrapolation (VHE) MCMC with uniform target distribution

Description

This function samples points uniformly the space defined by a tropical simplex

Usage

VE.HAR(D_s, x0, I = 1, tadd = max)

Value

next sampled point from the tropical polytope

Arguments

D_s

matrix of vertices of a tropical simplex; each row is a vertex

x0

initial point for sampler, numeric vector

I

number of states in Markov chain

tadd

function; max indicates max-plus addition, min indicates min-plus addition. Defaults to max

Author

David Barnhill david.barnhill@nps.edu

References

Yoshida, Ruriko, Keiji Miura and David Barnhill (2022). Hit and Run Sampling from Tropically Convex Sets.

Examples

Run this code
D_s <-matrix(c(0,0,0,0,10,0,0,0,10),3,3,TRUE)
x0 <- c(0,0,0)
VE.HAR(D_s, x0, I = 50)
VE.HAR(D_s, x0, I = 50,tadd=min)

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