DEoptim: An R Package for Global Optimization by Differential Evolution
Katharine M. Mullen, David Ardia , David L. Gil, Donald A. Windover, James P. Cline
This article describes the R package DEoptim which implements the differential evolution algorithm for the global optimization of a real-valued function of a real-valued parameter vector. The implementation of differential evolution in DEoptim interfaces with C code for efficiency. The utility of the package is illustrated via case studies in fitting a Parratt model for X-ray reflectometry data and a Markov-Switching Generalized AutoRegressive Conditional Heteroskedasticity (MSGARCH) model for the returns of the Swiss Market Index.
, , D.
, Gil, D.
, Windover, D.
and Cline, J.
DEoptim: An R Package for Global Optimization by Differential Evolution, Journal of Statistical Software, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=904792
(Accessed December 7, 2023)