compute_indicators |
Compute an indicator for each time period that describes the state of a market. |
copula |
Construct a copula using uniform sampling from the unit simplex |
direct_sampling |
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. |
exact_vol |
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. |
frustum_of_simplex |
Compute the percentage of the volume of the simplex that is contained in the intersection of a half-space and the simplex. |
gen_cross |
Generator function for cross polytopes |
gen_cube |
Generator function for hypercubes |
gen_prod_simplex |
Generator function for product of simplices |
gen_rand_hpoly |
Generator function for random H-polytopes |
gen_rand_vpoly |
Generator function for random V-polytopes |
gen_rand_zonotope |
Generator function for zonotopes |
gen_simplex |
Generator function for simplices |
gen_skinny_cube |
Generator function for skinny hypercubes |
Hpolytope |
An R class to represent an H-polytope |
Hpolytope-class |
An R class to represent an H-polytope |
inner_ball |
Compute an inscribed ball of a convex polytope |
read_sdpa_format_file |
Read a SDPA format file |
rotate_polytope |
Apply a random rotation to a convex polytope (H-polytope, V-polytope, zonotope or intersection of two V-polytopes) |
round_polytope |
Apply rounding to a convex polytope (H-polytope, V-polytope or a zonotope) |
sample_points |
Sample uniformly or normally distributed points from a convex Polytope (H-polytope, V-polytope, zonotope or intersection of two V-polytopes). |
Spectrahedron |
An R class to represent a Spectrahedron |
Spectrahedron-class |
An R class to represent a Spectrahedron |
volume |
The main function for volume approximation of a convex Polytope (H-polytope, V-polytope, zonotope or intersection of two V-polytopes) |
Vpolytope |
An R class to represent a V-polytope |
Vpolytope-class |
An R class to represent a V-polytope |
VpolytopeIntersection |
An R class to represent the intersection of two V-polytopes |
VpolytopeIntersection-class |
An R class to represent the intersection of two V-polytopes |
write_sdpa_format_file |
Write a SDPA format file |
Zonotope |
An R class to represent a Zonotope |
Zonotope-class |
An R class to represent a Zonotope |
zonotope_approximation |
A function to over-approximate a zonotope with PCA method and to evaluate the approximation by computing a ratio of fitness. |