http://code.google.com/p/ihacres/source/browse/trunk/man/SCEoptim.Rd
http://code.google.com/p/ihacres/source/browse/trunk/R/sce.R source("http://ihacres.googlecode.com/svn/trunk/R/sce.R") 2009/11/12 Hans W Borchers <hwborch...@googlemail.com>: > Simon Seibert <simon.seibert <at> mytum.de> writes: > >> >> Good evening list, >> I'm looking for an R implementation of the "Shuffled Complex >> Evolution†(SCE-UA) algorithm after Duan et al. (1993). Does anybody >> know if there is an extension/ package existing that contains it? >> Thanks very much for your help! Cheers, Simon > > I am looking into stochastic global optimization routines, such as variants of > genetic algorithms (GA), particle swarm optimization (PSO), and shuffled > complex > (SCE) or differential evolution (DE). > > At the moment I am testing a free Matlab implementation of SCE-UA. If that > turns > out to be interesting and effective, I will translate it into an R function, > maybe within the next few weeks -- except, of course, someone else is going to > do an implementation of a similar procedure. > > Right now I am not totally convinced. Maybe you try your problem with other > approaches available in R (see e.g. the Optimization task view). > > Regards > Hans Werner > >> Duan QY, Gupta KV, Sorooshian S (1993) Shuffled Complex Evolution >> Approach for Effective and Efficient Global Minimization. In Jour. of >> optimization theorie and applications. Vol 76, 3, 501-521 >> > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Felix Andrews / 安福立 Postdoctoral Fellow Integrated Catchment Assessment and Management (iCAM) Centre Fenner School of Environment and Society [Bldg 48a] The Australian National University Canberra ACT 0200 Australia M: +61 410 400 963 T: + 61 2 6125 4670 E: felix.andr...@anu.edu.au CRICOS Provider No. 00120C -- http://www.neurofractal.org/felix/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.