R Version of GENetic Optimization Using Derivatives

A genetic algorithm plus derivative optimizer.

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.