r-marqlevalg 2.0.8
Channel: guix-cran
Licenses: GPL 2+
Synopsis: Parallelized General-Purpose Optimization Based on Marquardt-Levenberg Algorithm
Description:
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>.
Total results: 1