simplex {ExtremalDep} | R Documentation |
Definition of a multivariate simplex
Description
Generation of grid points over the multivariate simplex
Usage
simplex(d, n=50, a=0, b=1)
Arguments
d |
A positive integer indicating the dimension of the simplex. |
n |
A positive integer indicating the number of grid points to be generated on the univariate components of the simplex. |
a , b |
Two numeric values indicating the lower and upper bound of the simplex. By default |
Details
A -dimensional simplex is defined by
Here the function defines the simplex as
When d=2
and , a grid of points of the form
.
Value
Returns a matrix with columns. When
d=2
, the number of rows is .
When
d>2
, the number of rows is equal to
Author(s)
Simone Padoan, simone.padoan@unibocconi.it, https://faculty.unibocconi.it/simonepadoan/; Boris Beranger, borisberanger@gmail.com https://www.borisberanger.com;
Examples
### 3-dimensional unit simplex
W <- simplex(d=3, n=10)
plot(W[,-3], pch=16)