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optim.functions

Build Status codecov.io

A number of standard optimization functions for R along with sampling methods. There is a unified interface to sampling the functions. One can run sample.func("rosenbrok", n=250, k=5, method="lhs.sampling") to get a 250 sample Latin hypercube in 5D of the rosenbrock function.

Available functions

The following multi-D scalar functions are implemented. They are all defined on an arbitrary number of inputs.

Sampling methods

The following sampling methods are supported with their internal names in parenthesis. With the exception of hexagonal.sample these are all defined on an arbitrary number of dimensions.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.