smooth_lin

<code>numeric</code> value of the last value of the parameter.

<code>numeric</code> vector of past values of the parameter (time series).

Linear smoothing rule
$$x_{t+1}:=a\,x_t + (1-a)\,x_{t-1}$$
for some $a\in[0,1]$.

Cross-Entropy optimisation of unconstrained deterministic and noisy
functions illustrated in Rubinstein and Kroese (2004, ISBN:
978-1-4419-1940-3) through a highly flexible and customisable function which
allows user to define custom variable domains, sampling distributions,
updating and smoothing rules, and stopping criteria. Several built-in
methods and settings make the package very easy-to-use under standard
optimisation problems.

Flavio Santi

smooth_lin: Linear first-order smoothing rule

Description

Usage

Arguments

Value

See Also