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.
| Version: | 0.1.1 |
| Depends: | Rcpp, RcppArmadillo (≥ 0.2.8) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | inline, DEoptim, lattice |
| Published: | 2012-04-09 |
| 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) |
| In views: | Optimization |
| CRAN checks: | RcppDE results |
| Package source: | RcppDE_0.1.1.tar.gz |
| MacOS X binary: | RcppDE_0.1.1.tgz |
| Windows binary: | RcppDE_0.1.1.zip |
| Reference manual: | RcppDE.pdf |
| Vignettes: |
From DEoptim to RcppDE: A case study in porting from C %to C++ using Rcpp and RcppArmadillo} |
| News/ChangeLog: | ChangeLog |
| Old sources: | RcppDE archive |