Spherically Constrained Optimization Routine

A non convex optimization package that optimizes any function under the criterion, combination of variables are on the surface of a unit sphere, as described in the paper : Das et al. (2019) .

SCOR

The goal of SCOR is to solve optimization problem where parameters belong to the surface of unit hyper-sphere

Installation

You can install the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("synx21/SCOR")

Example

This package consists function to run SCOR and functions to evaluate EHUM, SHUM and ULBA estimates.

library(SCOR)
optimized_EHUM(rep(1,12),colnames(AL),AL)
#> [1] 0.8403805