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: | 0.1.4 |
| Imports: | Rcpp |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | inline, DEoptim, lattice |
| Published: | 2015-09-05 |
| 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 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | README ChangeLog |
| In views: | Optimization |
| CRAN checks: | RcppDE results |
| Reference manual: | RcppDE.pdf |
| Vignettes: |
From DEoptim to RcppDE: A case study in porting from C to C++ using Rcpp and RcppArmadillo |
| Package source: | RcppDE_0.1.4.tar.gz |
| Windows binaries: | r-devel: RcppDE_0.1.4.zip, r-release: RcppDE_0.1.4.zip, r-oldrel: RcppDE_0.1.4.zip |
| OS X Snow Leopard binaries: | r-release: RcppDE_0.1.4.tgz, r-oldrel: RcppDE_0.1.2.tgz |
| OS X Mavericks binaries: | r-release: RcppDE_0.1.4.tgz |
| Old sources: | RcppDE archive |