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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.
Journal of Statistical Software


global optimization, evolutionary algorithm, differential evolution, X-ray reflectometry, Parratt model, MSGARCH model, R software


Mullen, K. , , D. , Gil, D. , Windover, D. and Cline, J. (2011), DEoptim: An R Package for Global Optimization by Differential Evolution, Journal of Statistical Software, [online], (Accessed July 19, 2024)


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Created May 1, 2011, Updated January 18, 2018