Package: volesti 1.1.2-8

Vissarion Fisikopoulos

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 [aut, cre, cph], Apostolos Chalkis [aut, cph]

volesti_1.1.2-8.tar.gz
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volesti_1.1.2-8.tgz(r-4.4-emscripten)volesti_1.1.2-8.tgz(r-4.3-emscripten)
volesti.pdf |volesti.html✨
volesti/json (API)
NEWS

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

Bug tracker:https://github.com/geomscale/volesti/issues23 issues

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

On CRAN:

Conda:

openblascpp

2.00 score 2 stars 377 downloads 31 exports 3 dependencies

Last updated 6 months agofrom:d15002e29e. Checks:3 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 09 2025
R-4.5-linux-x86_64OKMar 09 2025
R-4.4-linux-x86_64OKMar 09 2025

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

Citation

To cite package ‘volesti’ in publications use:

Fisikopoulos V, Chalkis A (2024). volesti: Volume Approximation and Sampling of Convex Polytopes. R package version 1.1.2-8, https://CRAN.R-project.org/package=volesti.

Corresponding BibTeX entry: 

  @Manual{,
    title = {volesti: Volume Approximation and Sampling of Convex
      Polytopes},
    author = {Vissarion Fisikopoulos and Apostolos Chalkis},
    year = {2024},
    note = {R package version 1.1.2-8},
    url = {https://CRAN.R-project.org/package=volesti},
  }

Readme and manuals

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/volesti

  • Install volesti by running:

install.packages("volesti")
  • The package-dependencies are: Rcpp, RcppEigen, BH.

Documentation

Credits

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.

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