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'.

Install the latest version of this package by entering the following in R:
install.packages("RcppDE")
AuthorDirk Eddelbuettel extending DEoptim (by David Ardia, Katharine Mullen, Brian Peterson, Joshua Ulrich) which itself is based on DE-Engine (by Rainer Storn)
Date of publication2016-01-22 14:28:12
MaintainerDirk Eddelbuettel <edd@debian.org>
LicenseGPL (>= 2)
Version0.1.5

View on CRAN

Files

inst
inst/DEoptim-docs
inst/DEoptim-docs/NEWS
inst/DEoptim-docs/README
inst/DEoptim-docs/THANKS
inst/DEoptim-docs/CHANGES
inst/doc
inst/doc/RcppDE.Rnw
inst/doc/RcppDE.R
inst/doc/RcppDE.pdf
tests
tests/compTest.R
src
src/Makevars
src/permute.cpp
src/evaluate.h
src/RcppExports.cpp
src/devol.cpp
src/deoptim.cpp
NAMESPACE
demo
demo/environment.R demo/compiled.R demo/DEoptim.R
demo/00Index
demo/large.R
demo/c++
demo/c++/compiledFunctions.cpp
demo/small.R
R
R/methods.R R/DEoptim.R R/RcppExports.R R/zzz.R
vignettes
vignettes/RcppDE.bib
vignettes/RcppDE.Rnw
vignettes/jsslogo.jpg
README.md
MD5
build
build/vignette.rds
DESCRIPTION
ChangeLog
man
man/DEoptim-methods.Rd man/DEoptim.control.Rd man/DEoptim.Rd
cleanup

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.