Dirk Eddelbuettel: RcppDE 0.1.9 on CRAN: Maintenance

Another maintenance release of our RcppDE package arrived
at CRAN, and has been built for
r2u. 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 again maintenance. We aid Rcpp in the transition away from calling
Rf_error() by relying in Rcpp::stop() which
has better behaviour and unwinding when errors or exceptions are
encountered. We also overhauled the references in the vignette, added an
Armadillo version getter and made the regular updates to 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.