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RcppDE: Global Optimization by Differential Evolution in C++
An efficient C++ based implementation of the 'DEoptim' function which performs global optimization by differential evolution. Its creation was motivated by trying to see if the old approximation "easier, shorter, faster: pick any two" could in fact be extended to achieving all three goals while moving the code from plain old C to modern C++. The initial version did in fact do so, but a good part of the gain was due to an implicit code review which eliminated a few inefficiencies which have since been eliminated in 'DEoptim'.
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Package details |
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| Author | Dirk Eddelbuettel extending DEoptim (by David Ardia, Katharine Mullen, Brian Peterson, Joshua Ulrich) which itself is based on DE-Engine (by Rainer Storn) |
| Maintainer | Dirk Eddelbuettel <edd@debian.org> |
| License | GPL (>= 2) |
| Version | 0.1.7 |
| URL | https://github.com/eddelbuettel/rcppde https://dirk.eddelbuettel.com/code/rcpp.de.html |
| Package repository | View on CRAN |
| Installation |
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