README.md
In mathieugerber/PFoptim: Global Stochastic Optimization using a Particle Filter Algorithm
PFoptim
R package to optimize a function defined through an expectation using the G-PFSO (Global Particle filter Stochastic Optimization) algorithm developed in https://arxiv.org/pdf/2007.04803.pdf
To install the package run, in R, library(devtools) and then install_github("mathieugerber/PFoptim").
Reference manual: See PFoptim.pdf
Remark: The code is mainly in R and therefore not particularly fast.
mathieugerber/PFoptim documentation built on July 1, 2022, 2:34 p.m.
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PFoptim
R package to optimize a function defined through an expectation using the G-PFSO (Global Particle filter Stochastic Optimization) algorithm developed in https://arxiv.org/pdf/2007.04803.pdf
To install the package run, in R, library(devtools) and then install_github("mathieugerber/PFoptim").
Reference manual: See PFoptim.pdf
Remark: The code is mainly in R and therefore not particularly fast.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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