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DEoptim: An R package for global optimization by differential evolution
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نویسنده
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mullen k.m. ,ardia d. ,gil d.l. ,windover d. ,cline j.
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منبع
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journal of statistical software - 2011 - دوره : 40 - - کد همایش: - صفحه:1 -26
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چکیده
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This article describes the r package deoptim,which implements the di erential evolution lgorithm for global optimization of a real-valued function of a real-valued parameter ector. the implementation of di erential evolution in deoptim interfaces with c code or eciency. the utility of the package is illustrated by case studies in tting a parratt odel for x-ray refiectometry data and a markov-switching generalized autoregressive onditional heteroskedasticity model for the returns of the swiss market index.
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کلیدواژه
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Differential evolution; Evolutionary algorithm; Global optimization; R software
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آدرس
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national institute of standards and technology, United States, aeris capital ag, United States, national institute of standards and technology, United States, national institute of standards and technology, United States, national institute of standards and technology, United States
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Authors
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