BBEST (version 0.1-8)

set.control: Set controls for the Differential Evolution Algorithm

Description

Specifies various parameters of the Differential Evolution optimization algorithm implemented in DEoptim.

Usage

set.control(CR=.85, F=.7, NP=300, itermax=2000, parallelType=1)

Arguments

CR

numeric, crossover probability from interval [0,1].

F

numeric, differential weighting factor from interval [0,2].

NP

numeric, number of population members

itermax

numeric, the number of iterations

parallelType

numeric, defines the type of parallelization to employ. 0 for a single-core run. If parallelType=1 the program will use all the available cores, via the parallel package.

Value

a list of elements suitable for do.fit and do.fit.banks.

Details

For the most tasks, it is best to set NP to at least 10-15 times the length of the parameter vector.

References

Mullen, K.M., Ardia, D., Gil, D., Windover, D., Cline, J. (2011): DEoptim: An R Package for Global Optimization by Differential Evolution. J. Stat. Softw., 40(6), 1-26. https://www.jstatsoft.org/article/view/v040i06.