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This paper presents the R package AdMit which provides flexible functions to approximate a certain target distribution and to efficiently generate a sample of random draws from it, given only a kernel of the target density function. The core algorithm consists of the function AdMit which fits an...
Persistent link: https://www.econbiz.de/10008460729
This article describes the R package DEoptim, which implements the differential evolution algorithm for global optimization of a real-valued function of a real-valued parameter vector. The implementation of differential evolution in DEoptim interfaces with C code for efficiency. The utility of...
Persistent link: https://www.econbiz.de/10009018351