This package provides 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.
|Author||Dirk Eddelbuettel extending DEoptim (by David Ardia, Katharine Mullen, Brian Peterson, Joshua Ulrich) which itself is based on DE-Engine (by Rainer Storn)|
|Maintainer||Dirk Eddelbuettel <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on R-Forge|
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