DEoptim: An R Package for Global Optimization by Differential Evolution. 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.

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  1. Miletić, Steven; Turner, Brandon M.; Forstmann, Birte U.; van Maanen, Leendert: Parameter recovery for the Leaky Competing Accumulator model (2017)
  2. Schubert, Anna-Lena; Hagemann, Dirk; Voss, Andreas; Bergmann, Katharina: Evaluating the model fit of diffusion models with the root mean square error of approximation (2017)
  3. Gil, Debora; Roche, David; Borràs, Agnés; Giraldo, Jesús: Terminating evolutionary algorithms at their steady state (2015)
  4. Scholten, Lisa; Schuwirth, Nele; Reichert, Peter; Lienert, Judit: Tackling uncertainty in multi-criteria decision analysis -- an application to water supply infrastructure planning (2015) ioport
  5. Tim Benham, Qibin Duan, Dirk P. Kroese, Benoit Liquet: CEoptim: Cross-Entropy R Package for Optimization (2015) arXiv
  6. Cortez, Paulo: Modern optimization with R (2014)
  7. Nash, John C.: Nonlinear parameter optimization using R tools (2014)
  8. Sabo, Miroslav: Consensus clustering with differential evolution (2014)
  9. Eling, Martin; Holder, Stefan: The value of interest rate guarantees in participating life insurance contracts: status quo and alternative product design (2013)
  10. Veloso de Melo, Vinícius; Botazzo Delbem, Alexandre Cláudio: Investigating smart sampling as a population initialization method for differential evolution in continuous problems (2012) ioport
  11. Bhat, K.Sham; Haran, Murali; Terando, Adam; Keller, Klaus: Climate projections using Bayesian model averaging and space-time dependence (2011)
  12. Henningsen, Arne; Toomet, Ott: maxLik: a package for maximum likelihood estimation in R (2011)
  13. Zemp, Alexandra: Risk comparison of different bonus distribution approaches in participating life insurance (2011)