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DEoptim: An R package for global optimization by Differential Evolution
Auteur(s)
Mullen, Katharine
Gil, David L.
Windover, Donald
Cline, James
Date de parution
2011
In
Journal of Statistical Software
Vol.
6
No
40
De la page
1
A la page
26
Revu par les pairs
1
Résumé
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.
Identifiants
Autre version
https://www.jstatsoft.org/article/view/v040i06
Type de publication
journal article
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