Hit-and-Run R package

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.