A maintenance release of our RcppDE package arrived at CRAN. RcppDE is a “port” of DEoptim, a package for derivative-free optimisation using differential evolution, from plain C to C++. By using RcppArmadillo the code became a lot shorter and more legible. Our other main contribution is to leverage some of the excellence we get for free from using Rcpp, in particular the ability to optimise user-supplied compiled objective functions which can make things a lot faster than repeatedly evaluating interpreted objective functions as DEoptim does (and which, in fairness, most other optimisers do too). The gains can be quite substantial.
This release is mostly maintenance. In the repo, we switched to
turning C++11 as a compilation standard off fairly soon after the
previous release two and a half years ago. But as CRAN is now more insistent, it
drove this release (as it has a few reccent ones). We also made a small
internal change to allow compilation under ARMA_64BIT_WORD
for larger vectors (which we cannot easily default to as 32-bit integers
are engrained in R). Other than
that just the usual updates to badges and continuous integration.
Courtesy of my CRANberries, there is also a diffstat report. More detailed information is on the RcppDE page, or the repository.
This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. If you like this or other open-source work I do, you can sponsor me at GitHub.