DEoptim
swMATH ID: | 8656 |
Software Authors: | Mullen, Katharine M.; Ardia, David; Gil, David L.; Windover, Donald; Cline, James |
Description: | DEoptim: An R Package for Global Optimization by Differential Evolution. This article describes the R package DEoptim which implements the differential evolution algorithm for the global optimization of a real-valued function of a real-valued parameter vector. The implementation of differential evolution in DEoptim interfaces with C code for efficiency. The utility of the package is illustrated via case studies in fitting a Parratt model for X-ray reflectometry data and a Markov-Switching Generalized AutoRegressive Conditional Heteroskedasticity (MSGARCH) model for the returns of the Swiss Market Index. |
Homepage: | http://cran.r-project.org/web/packages/DEoptim/index.html |
Source Code: | https://github.com/cran/DEoptim |
Dependencies: | R |
Related Software: | R; rgenoud; GA; CRAN Task Views; Rsolnp; ggplot2; CRAN; Rcpp; numDeriv; Rugarch; alabama; nloptr; UCI-ml; GenSA; MASS (R); RcppArmadillo; Rmalschains; pso; bbmle; optimx |
Cited in: | 55 Documents |
Standard Articles
1 Publication describing the Software | Year |
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DEoptim: An R Package for Global Optimization by Differential Evolution Link Katharine Mullen; David Ardia; David Gil; Donald Windover; James Cline |
2011
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Cited by 127 Authors
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Cited in 41 Serials
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