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Ardia, David

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Ardia, David
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https://libra.unine.ch/handle/123456789/832

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  • Publication
    Accès libre
    DEoptim: An R package for global optimization by Differential Evolution
    (2011)
    Mullen, Katharine
    ;
    Ardia, David 
    ;
    Gil, David L.
    ;
    Windover, Donald
    ;
    Cline, James
    This article describes the R package DEoptim, which implements the Differential Evolution algorithm for 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 by case studies in fitting a Parratt model for X-ray reflectometry data and a Markov-Switching Generalized AutoRegressive Conditional Heteroskedasticity model for the returns of the Swiss Market Index.