DEoptim package of Mullen et al. (2011).This function is a wrapper to the DEoptim function of the DEoptim package of Mullen et al. (2011).
fn.DEoptim(par0, vY, FUN, LB, UB, ...)It returns a named list with four elements: i) pars: a numeric vector where the estimated parameters are stored, ii) value: a numeric containing the value of the objective function evaluated at its minumum, iii) hessian, a numeric matrix containing the Hessian matrix evaluated at the minimum of the objective function, and iv) convergence a numeric element indicating the convergence (convergence is always reached by DEoptim, i.e. convergence = 1).
numeric vector of named model coefficients.
numeric vector or matrix of data.
A function to optimize.
A vector of lower bounds for the parameters.
A vector of upper bounds for the parameters.
Additional arguments to provide to DEoptim.
Leopoldo Catania
The following control parameters are used: trace = 0, rho = 1, outer.iter = 400,
inner.iter = 1800, delta = 1e-08, tol = 1e-08. See the documentation of DEoptim.
Katharine Mullen, David Ardia, David Gil, Donald Windover, James Cline (2011).
'DEoptim': An R Package for Global Optimization by Differential Evolution. Journal of
Statistical Software, 40(6), 1-26. doi:10.18637/jss.v040.i06.
Ardia, D., Boudt, K., Carl, P., Mullen, K.M., Peterson, B.G. (2010). Differential Evolution with 'DEoptim': An Application to Non-Convex Portfolio Optimization. R Journal, 3(1), 27-34. doi:10.32614/RJ-2011-005.
help(DEoptim)