The hitandrun package for R provides an implementation of the "Hit-and-Run" method for sampling uniformly from convex shapes defined by linear inequality constraints.
For example, this enables us to sample weights in multiple criteria decision analysis (MCDA) with imprecise and/or incomplete preference information.
As such, it is complementary to the SMAA package.
The manual and changelog are available on CRAN and the source code on GitHub:
To install the hitandrun R package, use the following command in R:
install.packages('hitandrun')
References
- Tervonen, T., van Valkenhoef, G., Basturk, N., & Postmus, D. (2012). Hit-And-Run enables efficient weight generation for simulation-based multiple criteria decision analysis. European Journal of Operational Research, 224(3), 552–559.