Package: marqLevAlg 2.0.8

marqLevAlg: A Parallelized General-Purpose Optimization Based on Marquardt-Levenberg Algorithm

This algorithm provides a numerical solution to the problem of unconstrained local minimization (or maximization). It is particularly suited for complex problems and more efficient than the Gauss-Newton-like algorithm when starting from points very far from the final minimum (or maximum). Each iteration is parallelized and convergence relies on a stringent stopping criterion based on the first and second derivatives. See Philipps et al, 2021 <doi:10.32614/RJ-2021-089>.

Authors:Viviane Philipps, Cecile Proust-Lima, Melanie Prague, Boris Hejblum, Daniel Commenges, Amadou Diakite

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marqLevAlg/json (API)

# Install 'marqLevAlg' in R:
install.packages('marqLevAlg', repos = c('https://vivianephilipps.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/vivianephilipps/marqlevalgparallel/issues

Datasets:

On CRAN:

6 exports 7 stars 2.88 score 4 dependencies 11 dependents 18 scripts 1.9k downloads

Last updated 12 months agofrom:05f7760246. Checks:OK: 4 NOTE: 5. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 16 2024
R-4.5-win-x86_64NOTESep 16 2024
R-4.5-linux-x86_64NOTESep 16 2024
R-4.4-win-x86_64NOTESep 16 2024
R-4.4-mac-x86_64NOTESep 16 2024
R-4.4-mac-aarch64NOTESep 16 2024
R-4.3-win-x86_64OKSep 16 2024
R-4.3-mac-x86_64OKSep 16 2024
R-4.3-mac-aarch64OKSep 16 2024

Exports:derivaderiva_gradgradLMMloglikLMMmarqLevAlgmla

Dependencies:codetoolsdoParallelforeachiterators

Robust and Efficient Optimization Using a Marquardt-Levenberg Algorithm with R Package marqLevAlg

Rendered frommla.Rmdusingknitr::rmarkdownon Sep 16 2024.

Last update: 2022-07-08
Started: 2020-09-10