RcppDE (0.1.1)
Global optimization by differential evolution in C++.
http://cran.r-project.org/web/packages/RcppDE
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.
Maintainer:
Dirk Eddelbuettel
Author(s): Dirk Eddelbuettel extending DEoptim (by David Ardia, Katharine Mullen, Brian Peterson, Joshua Ulrich) which itself is based on DE-Engine (by Rainer Storn)
License: GPL (>= 2)
Uses: Rcpp, RcppArmadillo, DEoptim, inline, lattice
Released about 1 year ago.
1 previous version
- RcppDE_0.1.0. Released over 2 years ago.
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