README.md

A SMC-SA algorithm for constrained optimisation.

This repository contains codes that implement the algorithms described in "A flexible sequential Monte Carlo algorithm for parametric constrained regression".

You can painlessly install this package using devtools, which can be downloaded and installed with the following one-liner:

install.packages("devtools")

Then, the installation of this package is just

devtools::install_github("weiyaw/blackbox")

More details to come. Please shoot me an email if you intend to explore this package, and I will write a guide on this as soon as possible.



weiyaw/blackbox documentation built on June 7, 2019, 5:12 a.m.