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  • 标题:DEoptim: An R Package for Global Optimization by Differential Evolution
  • 本地全文:下载
  • 作者:Katharine M. Mullen ; David Ardia ; David L. Gil
  • 期刊名称:Journal of Statistical Software
  • 印刷版ISSN:1548-7660
  • 电子版ISSN:1548-7660
  • 出版年度:2011
  • 卷号:40
  • 期号:1
  • 页码:1-26
  • 语种:English
  • 出版社:University of California, Los Angeles
  • 摘要:This article describes the R package DEoptim , which implements the differential evolution algorithm for 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 by case studies in fitting a Parratt model for X-ray reflectometry data and a Markov-switching generalized autoregressive conditional heteroskedasticity model for the returns of the Swiss Market Index.
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