PFoptim-package: The 'PFoptim' package: summary information
In mathieugerber/PFoptim: Global Stochastic Optimization using a Particle Filter Algorithm
PFoptim-package R Documentation
The ‘PFoptim’ package: summary information
Description
The package provides an implementation of the G-PFSO (Global Particle Filter Stochastic Optimization) algorithm of \insertCitegerber2020online2;textualPFoptim for finding the global minimizer of a function defined through an expectation. In addition, a function for implementing the SSP resampling algorithm\insertCitegerber2019negativePFoptim and a function for implementating the Stratified resampling algorithm are also provided.
Author(s)
Mathieu Gerber
Maintainer: Mathieu Gerber <mathieu.gerber@bristol.ac.uk>
References
\insertAllCited
mathieugerber/PFoptim documentation built on July 1, 2022, 2:34 p.m.
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| PFoptim-package | R Documentation |
The ‘PFoptim’ package: summary information
Description
The package provides an implementation of the G-PFSO (Global Particle Filter Stochastic Optimization) algorithm of \insertCitegerber2020online2;textualPFoptim for finding the global minimizer of a function defined through an expectation. In addition, a function for implementing the SSP resampling algorithm\insertCitegerber2019negativePFoptim and a function for implementating the Stratified resampling algorithm are also provided.
Author(s)
Mathieu Gerber
Maintainer: Mathieu Gerber <mathieu.gerber@bristol.ac.uk>
References
\insertAllCitedR Package Documentation
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