Estimation of Distribution Algorithms Based on Copulas

Provides a platform where EDAs (estimation of distribution algorithms) based on copulas can be implemented and studied. The package offers complete implementations of various EDAs based on copulas and vines, a group of well-known optimization problems, and utility functions to study the performance of the algorithms. Newly developed EDAs can be easily integrated into the package by extending an S4 class with generic functions for their main components.


Changes in version 1.4.3 (July 29, 2018):

  • Support new indepCopula() objects without a "parameters" slot.

Changes in version 1.4.2 (October 22, 2015):

  • Fix warnings caused by missing imports in NAMESPACE.
  • Update the package description to comply with CRAN requirements.
  • Drop C code for cramer_vonMises in favour of copula::gofTstat.

Changes in version 1.4.1 (June 20, 2014):

  • Add a reference to the package review published in the Journal of Statistical Software.

Changes in version 1.4.0 (May 12, 2014):

  • Minor corrections in the package documentation.
  • Package license set to GPL (>= 2) instead of GPL (>= 3).

Changes in version 1.3.1 (February 6, 2014):

  • Removed the package vignette (still available on arXiv).
  • Updated the use of the Archimedean copula functions from the copula package (new use.indepC argument).

Changes in version 1.3.0 (May 1, 2013):

  • The package vignette was updated.
  • New options 'trees' and 'truncMethod' for VEDA.
  • Using 'verbose' instead of the deprecated option 'print.every' in indepTestSim.
  • Corrected minor errors in the documentation.
  • Added cec2013 as a suggested package.

Changes in version 1.2.1 (January 11, 2013):

  • Fixed warnings caused by the use of the deprecated {as.,is.,}real functions.
  • Fixed warnings caused by .C calls with PACKAGE argument in a different package.

Changes in version 1.2.0 (September 27, 2012):

  • Fixed warnings because of deprecated functions from the copula package.
  • Added a package vignette.
  • Added the github URL.
  • Added cec2005benchmark as a suggested package.
  • Implemented Truncated marginal distributions.
  • New reporting methods that save the population to a plain-text file.
  • Implemented Restricted Tournament Replacement.
  • Implemented Tournament selection.
  • Avoided numerical problems with the simulation of the normal copula.

Changes in version 1.1.0 (January 25, 2012):

  • Supported the Frank copula as a candidate copula in VEDA.
  • Implementation of the Rastrigin function.
  • Renamed the bestIndiv slot of the EDAResult to bestSol.
  • Changed the way the marginal distributions are specified.
  • The documentation was reviewed.

Changes in version 1.0.3 (July 28, 2011):

  • The file with the full text of the GNU GPL was removed from the package.

Changes in version 1.0.2 (July 19, 2011):

  • Spelling corrections.

Changes in version 1.0.1 (May 23, 2011):

  • R CMD check warnings fixed.

Changes in version 1.0.0 (May 20, 2011):

  • First public release.

Reference manual

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1.4.3 by Yasser Gonzalez-Fernandez, 3 years ago

Browse source code at

Authors: Yasser Gonzalez-Fernandez [aut, cre] , Marta Soto [aut]

Documentation:   PDF Manual  

Task views: Optimization and Mathematical Programming

GPL (>= 2) license

Imports copula, vines, mvtnorm, truncnorm

Depends on methods

Suggests cec2005benchmark, cec2013

See at CRAN