RcppDE: Global Optimization by Differential Evolution in C++
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'.
Version: |
0.1.6 |
Imports: |
Rcpp |
LinkingTo: |
Rcpp, RcppArmadillo |
Suggests: |
inline, DEoptim, lattice |
Published: |
2018-06-09 |
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 <edd at debian.org> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
Materials: |
README ChangeLog |
In views: |
Optimization |
CRAN checks: |
RcppDE results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
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