README.md

The marqLevAlg R package

 

 

The marqLevAlg package implements a Marquardt-Levenberg optimization algorithm. It is a local general-purpose optimizer with a stringent convergence criterion that prevents convergence to saddle points. We provide parallel calculations that reduces computation time in complex setting.

A detailed paper is available in the R Journal:

Philipps V, Hejblum BP, Prague M, Commenges D, Proust-Lima C. Robust and Efficient Optimization Using a Marquardt-Levenberg Algorithm with R Package marqLevAlg. The R Journal, 2021, 13:2, 365-379.



VivianePhilipps/marqLevAlgParallel documentation built on Oct. 18, 2023, 2:16 p.m.