https://github.com/geomscale/volesti

Practical volume computation and sampling in high dimensions
https://github.com/geomscale/volesti

cran finance geometry hit-and-run monte-carlo polyhedral-computations polytope random-walk sampling scientific-computing statistics volume

Last synced: 3 months ago
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Practical volume computation and sampling in high dimensions

• Host: GitHub
• URL: https://github.com/geomscale/volesti
• Owner: GeomScale
• License: lgpl-3.0
• Created: 2016-04-05T11:21:43.000Z (over 9 years ago)
• Default Branch: develop
• Last Pushed: 2025-04-30T06:14:28.000Z (5 months ago)
• Last Synced: 2025-06-15T11:28:32.389Z (4 months ago)
• Topics: cran, finance, geometry, hit-and-run, monte-carlo, polyhedral-computations, polytope, random-walk, sampling, scientific-computing, statistics, volume
• Language: C++
• Homepage:
• Size: 90.8 MB
• Stars: 166
• Watchers: 11
• Forks: 145
• Open Issues: 25
• Metadata Files:
  • Readme: README.md
  • Contributing: CONTRIBUTING.md
  • License: LICENSE
  • Code of conduct: CODE_OF_CONDUCT.md
  • Citation: CITATION.cff

Awesome Lists containing this project

README

          


**VolEsti** is a `C++` library for volume approximation and sampling of convex bodies (*e.g.* polytopes) with an `R`  interface. For a limited `Python` interface we refer to package [dingo](https://github.com/GeomScale/dingo). **VolEsti** is part of the [GeomScale](https://geomscale.github.io) project.

[![CRAN status](https://www.r-pkg.org/badges/version/volesti)](https://cran.r-project.org/package=volesti)

[![CRAN downloads](https://cranlogs.r-pkg.org/badges/volesti)](https://cran.r-project.org/package=volesti)

![CRAN/METACRAN](https://img.shields.io/cran/l/volesti)

[![Documentation Status](https://readthedocs.org/projects/volesti/badge/?version=latest)](https://volesti.readthedocs.io/en/latest/?badge=latest)

[![Chat](https://badges.gitter.im/boostorg/geometry.png)](https://gitter.im/GeomScale/community?utm_source=share-link&utm_medium=link&utm_campaign=share-link)

[![DOI](https://joss.theoj.org/papers/10.21105/joss.07886/status.svg)](https://doi.org/10.21105/joss.07886)

### 🧪 Test results

[![CRAN check](https://badges.cranchecks.info/worst/volesti.svg)](https://cran.r-project.org/web/checks/check_results_volesti.html)

[![gcc-test](https://github.com/GeomScale/volesti/actions/workflows/cmake-gcc.yml/badge.svg)](https://github.com/GeomScale/volesti/actions/workflows/cmake-gcc.yml?query=branch%3Adevelop)

[![clang-test](https://github.com/GeomScale/volesti/actions/workflows/cmake-clang.yml/badge.svg)](https://github.com/GeomScale/volesti/actions/workflows/cmake-clang.yml?query=branch%3Adevelop)

[![codecov](https://codecov.io/gh/GeomScale/volesti/branch/develop/graph/badge.svg)](https://codecov.io/gh/GeomScale/volesti)

[![doc-actions](https://github.com/GeomScale/volesti/actions/workflows/docs.yml/badge.svg)](https://github.com/GeomScale/volesti/actions/workflows/docs.yml?query=branch%3Adevelop)

[![R-CMD-ubuntu](https://github.com/GeomScale/volesti/workflows/R-CMD-check-ubuntu/badge.svg)](https://github.com/GeomScale/volesti/actions?query=workflow%3AR-CMD-ubuntu)

[![R-CMD-macOS](https://github.com/GeomScale/volesti/workflows/R-CMD-check-macOS/badge.svg)](https://github.com/GeomScale/volesti/actions?query=workflow%3AR-CMD-macOS)

[![R-CMD-windows](https://github.com/GeomScale/volesti/workflows/R-CMD-check-windows/badge.svg)](https://github.com/GeomScale/volesti/actions?query=workflow%3AR-CMD-windows)

### 📄 Documentation

* [Package documentation](https://volesti.readthedocs.io)

* [Wikipage with Tutorials and Demos](https://github.com/GeomScale/volesti/wiki)

* [Tutorial given to PyData meetup](https://vissarion.github.io/tutorials/volesti_tutorial_pydata.html)

* [Tutorial on (truncated) logconcave sampling (R and C++)](https://papachristoumarios.github.io/2020/07/21/Sampling-from-high-dimensional-truncated-log-concave-densities-with-volesti)

* [Contributing](CONTRIBUTING.md)

### ⭐ Credits

* [Contributors and Package History](doc/credits.md)

* [List of Publications](doc/publications.md)

### © Copyright and Licensing

Copyright (c) 2012-2024 Vissarion Fisikopoulos\

Copyright (c) 2018-2024 Apostolos Chalkis\

Copyright (c) 2020-2024 Elias Tsigaridas

You may redistribute or modify the software under the [GNU Lesser General Public License](/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.