README.md

In DEoptim: Global Optimization by Differential Evolution

DEoptim

DEoptim (Ardia et al., 20xx) 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 latest stable version of DEoptim is available at https://cran.r-project.org/package=DEoptim.

The latest development version of DEoptim is available at https://github.com/ArdiaD/DEoptim.

Please cite the package in publications!

By using DEoptim you agree to the following rules:

1) You must cite Mullen et al. (2011) in working papers and published papers that use DEoptim. 2) You must place the following URL in a footnote to help others find DEoptim: https://CRAN.R-project.org/package=DEoptim. 3) You assume all risk for the use of DEoptim.

Mullen, K., Ardia, D., Gil, D., Windover, D., Cline, J. (2011). DEoptim: An R package for global optimization by Differential Evolution. Journal of Statistical Software, 40(6), 1-26. https://doi.org//10.18637/jss.v040.i06

Other references

Ardia, D., Mullen, K., Peterson, B.G., Ulrich, J. (20xx). DEoptim: Differential Evolution in R. https://CRAN.R-project.org/package=DEoptim

Ardia, D., Boudt, K., Carl, P., Mullen, K., Peterson, B.G. (2010). Differential Evolution with DEoptim: An application to non-convex portfolio optimization. R Journal, 3(1), 27-34. https://doi.org/10.32614/RJ-2011-005

DEoptim documentation built on Nov. 12, 2022, 1:09 a.m.