noisyCE2: Cross-Entropy Optimisation of Noisy Functions

Cross-Entropy optimisation of unconstrained deterministic and noisy functions illustrated in Rubinstein and Kroese (2004, ISBN: 978-1-4419-1940-3) through a highly flexible and customisable function which allows user to define custom variable domains, sampling distributions, updating and smoothing rules, and stopping criteria. Several built-in methods and settings make the package very easy-to-use under standard optimisation problems.

Version: 1.0.0
Imports: magrittr
Suggests: coda
Published: 2019-08-20
Author: Flavio Santi ORCID iD [cre, aut]
Maintainer: Flavio Santi <flavio.santi at univr.it>
BugReports: https://github.com/f-santi/noisyCE2
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.flaviosanti.it/software/noisyCE2
NeedsCompilation: no
Citation: noisyCE2 citation info
Materials: README
CRAN checks: noisyCE2 results

Downloads:

Reference manual: noisyCE2.pdf
Package source: noisyCE2_1.0.0.tar.gz
Windows binaries: r-devel: noisyCE2_1.0.0.zip, r-release: noisyCE2_1.0.0.zip, r-oldrel: noisyCE2_1.0.0.zip
OS X binaries: r-release: noisyCE2_1.0.0.tgz, r-oldrel: noisyCE2_1.0.0.tgz

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