DEoptim: Global Optimization by Differential Evolution

Implements the differential evolution algorithm for global optimization of a real-valued function of a real-valued parameter vector.

Install the latest version of this package by entering the following in R:
install.packages("DEoptim")
AuthorDavid Ardia [aut], Katharine Mullen [aut, cre], Brian Peterson [aut], Joshua Ulrich [aut], Kris Boudt [ctb]
Date of publication2016-12-19 08:33:52
MaintainerKatharine Mullen <mullenkate@gmail.com>
LicenseGPL (>= 2)
Version2.2-4

View on CRAN

Files

inst
inst/CITATION
inst/doc
inst/doc/DEoptimPortfolioOptimization.pdf
inst/doc/DEoptim.Rnw
inst/doc/DEoptim.pdf
inst/doc/DEoptimPortfolioOptimization.Rnw
inst/doc/DEoptim.R
src
src/evaluate.c
src/de4_0.c
src/get_element.c
NAMESPACE
demo
demo/DEoptim.R
demo/00Index
demo/benchmarks.R
NEWS
data
data/SMI.rda
data/xrrData.rda
R
R/methods.R R/DEoptim.R R/zzz.R
vignettes
vignettes/DEoptim.Rnw
vignettes/DEoptimPortfolioOptimization.Rnw
vignettes/jsslogo.jpg
vignettes/DEoptim.bib
MD5
README
build
build/vignette.rds
DESCRIPTION
THANKS
man
man/DEoptim-methods.Rd man/SMI.Rd man/DEoptim.control.Rd man/DEoptim.Rd man/xrrData.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.