DEoptim

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.


References in zbMATH (referenced in 26 articles , 1 standard article )

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  1. Eckert, Johanna; Gatzert, Nadine: Risk- and value-based management for non-life insurers under solvency constraints (2018)
  2. Levantesi, Susanna; Menzietti, Massimiliano: Natural hedging in long-term care insurance (2018)
  3. Graham, Jason M.; Kao, Albert B.; Wilhelm, Dylana A.; Garnier, Simon: Optimal construction of army ant living bridges (2017)
  4. Miletić, Steven; Turner, Brandon M.; Forstmann, Birte U.; van Maanen, Leendert: Parameter recovery for the leaky competing accumulator model (2017)
  5. 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)
  6. Thongsook, Saranya: Using the GA package in R program and desirability function to develop a multiple response optimization procedure in case of two responses (2017)
  7. Christoph Bergmeir and Daniel Molina and José Benítez: Memetic Algorithms with Local Search Chains in R: The Rmalschains Package (2016)
  8. Pablo Villacorta; J. Verdegay: FuzzyStatProb: An R Package for the Estimation of Fuzzy Stationary Probabilities from a Sequence of Observations of an Unknown Markov Chain (2016)
  9. Pekár, Juraj; Čičková, Zuzana; Brezina, Ivan: Portfolio performance measurement using differential evolution (2016)
  10. Gil, Debora; Roche, David; Borràs, Agnés; Giraldo, Jesús: Terminating evolutionary algorithms at their steady state (2015)
  11. Scholten, Lisa; Schuwirth, Nele; Reichert, Peter; Lienert, Judit: Tackling uncertainty in multi-criteria decision analysis -- an application to water supply infrastructure planning (2015) ioport
  12. Tim Benham, Qibin Duan, Dirk P. Kroese, Benoit Liquet: CEoptim: Cross-Entropy R Package for Optimization (2015) arXiv
  13. Cortez, Paulo: Modern optimization with R (2014)
  14. John Nash: On Best Practice Optimization Methods in R (2014)
  15. Katharine Mullen: Continuous Global Optimization in R (2014)
  16. Nash, John C.: Nonlinear parameter optimization using R tools (2014)
  17. Sabo, Miroslav: Consensus clustering with differential evolution (2014)
  18. Eling, Martin; Holder, Stefan: The value of interest rate guarantees in participating life insurance contracts: status quo and alternative product design (2013)
  19. Luca Scrucca: GA: A Package for Genetic Algorithms in R (2013)
  20. Satman, M. Hakan: A genetic algorithm based modification on the LTS algorithm for large data sets (2012)

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