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'.
|Suggests:||inline, DEoptim, lattice|
|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)]|
|CRAN checks:||RcppDE results|
From DEoptim to RcppDE: A case study in porting from C to C++ using Rcpp and RcppArmadillo
|Windows binaries:||r-devel: RcppDE_0.1.5.zip, r-release: RcppDE_0.1.5.zip, r-oldrel: RcppDE_0.1.5.zip|
|OS X Mavericks binaries:||r-release: RcppDE_0.1.5.tgz, r-oldrel: RcppDE_0.1.5.tgz|
|Old sources:||RcppDE archive|
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