DEoptim-methods {DEoptim}R Documentation

DEoptim-methods

Description

Methods for DEoptim objects.

Usage

## S3 method for class 'DEoptim':
summary(object, ...)
## S3 method for class 'DEoptim':
plot(x, plot.type = c("bestmemit", "bestvalit", "storepop"), ...)

Arguments

object An object of class DEoptim; usually, a result of a call to DEoptim.
x An object of class DEoptim; usually, a result of a call to DEoptim.
plot.type Should we plot the best member at each iteration, the best value at each iteration or the intermediate populations?
... Further arguments passed to or from other methods.

Note

Please cite the package in publications. Use citation("DEoptim").

Author(s)

David Ardia david.ardia@unifr.ch and Katharine Mullen katharine.mullen@nist.gov.

See Also

DEoptim and DEoptim-methods.

Examples

  ## Rosenbrock Banana function
  Rosenbrock <- function(x){
    x1 <- x[1]
    x2 <- x[2]
    100 * (x2 - x1 * x1)^2 + (1 - x1)^2
  }

  lower <- c(-10, -10)
  upper <- -lower
  
  set.seed(1234)

  outDEoptim <- DEoptim(Rosenbrock, lower, upper)
  
  ## print output information
  summary(outDEoptim)

  ## plot the best members
  plot(outDEoptim, type = 'b')

  ## plot the best values
  dev.new()
  plot(outDEoptim, plot.type = "bestvalit", type = 'b', col = 'blue')

  ## rerun the optimization, and store intermediate populations
  outDEoptim <- DEoptim(Rosenbrock, lower, upper,
                        DEoptim.control(itermax = 500,
                        storepopfrom = 1, storepopfreq = 2))
  summary(outDEoptim)
  
  ## plot intermediate populations
  dev.new()
  plot(outDEoptim, plot.type = "storepop")

  ## Wild function
  Wild <- function(x)
    10 * sin(0.3 * x) * sin(1.3 * x^2) +
       0.00001 * x^4 + 0.2 * x + 80

  outDEoptim = DEoptim(Wild, lower = -50, upper = 50,
                       DEoptim.control(trace = FALSE, storepopfrom = 50,
                       storepopfreq = 1))
  
  plot(outDEoptim, type = 'b')

  dev.new()
  plot(outDEoptim, plot.type = "bestvalit", type = 'b')

## Not run: 
  ## an example with a normal mixture model: requires package mvtnorm
  library(mvtnorm)

  ## neg value of the density function
  negPdfMix <- function(x) {
     tmp <- 0.5 * dmvnorm(x, c(-3, -3)) + 0.5 * dmvnorm(x, c(3, 3))
     -tmp
  }

  ## wrapper plotting function
  plotNegPdfMix <- function(x1, x2)
     negPdfMix(cbind(x1, x2))

  ## contour plot of the mixture
  x1 <- x2 <- seq(from = -10.0, to = 10.0, by = 0.1)
  thexlim <- theylim <- range(x1)
  z <- outer(x1, x2, FUN = plotNegPdfMix)
  
  contour(x1, x2, z, nlevel = 20, las = 1, col = rainbow(20),
     xlim = thexlim, ylim = theylim)

  set.seed(1234)

  outDEoptim <- DEoptim(negPdfMix, c(-10, -10), c(10, 10),
     DEoptim.control(NP = 100, itermax = 100, storepopfrom = 1,
     storepopfreq = 5))

  ## convergence plot
  dev.new()
  plot(outDEoptim)
  
  ## the intermediate populations indicate the bi-modality of the function
  dev.new()
  plot(outDEoptim, plot.type = "storepop")
## End(Not run)

[Package DEoptim version 2.0-1 Index]