DEoptim: An R package for global optimization by Differential Evolution
Author(s)
Mullen, Katharine
Gil, David L.
Windover, Donald
Cline, James
Date issued
2011
In
Journal of Statistical Software
Vol
6
No
40
From page
1
To page
26
Reviewed by peer
1
Subjects
Global optimization evolutionary algorithm differential evolution R software
Abstract
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.
Later version
https://www.jstatsoft.org/article/view/v040i06
Publication type
journal article
File(s)