Package: RcppDE

RcppDE: Global Optimization by Differential Evolution in C++

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'.

Authors:Dirk Eddelbuettel extending DEoptim which itself is based on DE-Engine

RcppDE.pdf |RcppDE.html
RcppDE/json (API)

# Install RcppDE in R:
install.packages('RcppDE', repos = c('', ''))

Peer review:

Bug tracker:

Uses libs:
  • c++– GNU Standard C++ Library v3


2 exports 13 stars 4.45 score 2 dependencies 35 dependents 1.1k downloads

Last updated 4 months agofrom:47bb676ea5ae4c6568f4fb926a8599491d96111e



From DEoptim to RcppDE: A case study in porting from C to C++ using Rcpp and RcppArmadillo

Rendered fromRcppDE.Rnwusingutils::Sweaveon Jun 04 2024.

Last update: 2015-09-05
Started: 2013-12-12