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rgenoud: R-GENetic Optimization Using Derivatives (RGENOUD)

Walter R. Mebane, Jr. and Jasjeet S. Sekhon

Introduction

Genoud is a function that combines evolutionary search algorithms with derivative-based (Newton or quasi-Newton) methods to solve difficult optimization problems. Genoud may also be used for optimization problems for which derivatives do not exist.

How to install

A version is on CRAN. The latest development version can be installed directly from Github using devtools.

if (!require("devtools")) install.packages("devtools")
devtools::install_github("JasjeetSekhon/rgenoud")

The package contains compiled code, and you must have a development environment to install the development version. (Use devtools::has_devel() to check whether you do.) If no development environment exists, Windows users download and install Rtools and macOS users download and install Xcode.

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.