[Rcpp-commits] r2300 - in pkg: . RcppDE RcppDE/R RcppDE/demo RcppDE/man RcppDE/src
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Oct 16 00:36:50 CEST 2010
Author: edd
Date: 2010-10-16 00:36:50 +0200 (Sat, 16 Oct 2010)
New Revision: 2300
Added:
pkg/RcppDE/
pkg/RcppDE/CHANGES
pkg/RcppDE/COPYING
pkg/RcppDE/COPYRIGHTS
pkg/RcppDE/ChangeLog
pkg/RcppDE/DESCRIPTION
pkg/RcppDE/NAMESPACE
pkg/RcppDE/NEWS
pkg/RcppDE/R/
pkg/RcppDE/R/DEoptim.R
pkg/RcppDE/R/methods.R
pkg/RcppDE/R/zzz.R
pkg/RcppDE/README
pkg/RcppDE/THANKS
pkg/RcppDE/benchmark.r
pkg/RcppDE/cleanup
pkg/RcppDE/demo/
pkg/RcppDE/demo/00Index
pkg/RcppDE/demo/DEoptim.R
pkg/RcppDE/man/
pkg/RcppDE/man/DEoptim-methods.Rd
pkg/RcppDE/man/DEoptim.Rd
pkg/RcppDE/man/DEoptim.control.Rd
pkg/RcppDE/src/
pkg/RcppDE/src/de4_0.c
pkg/RcppDE/src/evaluate.c
pkg/RcppDE/src/get_element.c
Log:
initial commit of 'RcppDE' -- a port to Rcpp of DEoption -- trying to prove that 'easier, shorter, faster: pick any three' can be had with Rcpp
Added: pkg/RcppDE/CHANGES
===================================================================
--- pkg/RcppDE/CHANGES (rev 0)
+++ pkg/RcppDE/CHANGES 2010-10-15 22:36:50 UTC (rev 2300)
@@ -0,0 +1,31 @@
+version 1.3-0, 2008-12-03
+- The function DEoptim has two arguments: 'storepopfrom' and 'storepopfreq', for tracking intermediate
+ populations; the output contains also the list 'storepop' which belongs to the 'member' list's element.
+- Small bug fixed for the number of iterations.
+
+version 1.2-1, 2007-09-12
+- Fix a bug in the optimization procedure. Thanks to Tarmo Leinonen for pointing out this bug
+- Add a demo to show how to increase the number of printed digits while performing the optimization
+
+version 1.2-0, 2007-09-10
+- The function DEoptim has the new argument 'initial', which is an initial or starting population.
+ You can therefore introduce a starting population in the optimization procedure. This can be useful
+ when the optimization has to be run many times on data sets which differ sligthly. Thanks to
+ Tarmo Leinonen for this nice suggestion.
+
+- The function DEoptim outputs now 'pop' in the 'member' list's element. This is the population obtained
+ at the last iteration which can be used as a starting population in DEoptim via the argument 'initial'.
+
+- The function stops if any 'NA' or 'NaN' value is returned by the function 'FUN' to be optimized.
+
+- The function DEoptim does not handle exponential crossover anymore. This is so to simplify and
+ accelerate the optimization procedure. Thanks to Vladimir Eremeev for pointing out a
+ bug with the exponential crossover.
+
+- The function DEoptim outputs a list of lists. This is more natural and in the same spirit
+ of usual optimization functions. Thanks to Vladimir Eremeev for proposing this change.
+
+- documentation for the 'digits'. Thanks to Eugene Demidenko for pointing out this.
+
+version 1.8-0, 2007/02/02
+- The documentation of DEoptim has been modified. Corrections of some references.
\ No newline at end of file
Property changes on: pkg/RcppDE/CHANGES
___________________________________________________________________
Added: svn:executable
+ *
Added: pkg/RcppDE/COPYING
===================================================================
--- pkg/RcppDE/COPYING (rev 0)
+++ pkg/RcppDE/COPYING 2010-10-15 22:36:50 UTC (rev 2300)
@@ -0,0 +1,340 @@
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Property changes on: pkg/RcppDE/COPYING
___________________________________________________________________
Added: svn:executable
+ *
Added: pkg/RcppDE/COPYRIGHTS
===================================================================
--- pkg/RcppDE/COPYRIGHTS (rev 0)
+++ pkg/RcppDE/COPYRIGHTS 2010-10-15 22:36:50 UTC (rev 2300)
@@ -0,0 +1,10 @@
+COPYRIGHT STATUS
+----------------
+
+This code is
+
+ Copyright (C) 2009 David Ardia and Katharine Mullen
+
+All code is subject to the GNU General Public License, Version 2. See
+the file COPYING for the exact conditions under which you may
+redistribute it.
Property changes on: pkg/RcppDE/COPYRIGHTS
___________________________________________________________________
Added: svn:executable
+ *
Added: pkg/RcppDE/ChangeLog
===================================================================
--- pkg/RcppDE/ChangeLog (rev 0)
+++ pkg/RcppDE/ChangeLog 2010-10-15 22:36:50 UTC (rev 2300)
@@ -0,0 +1,24 @@
+2010-10-15 Dirk Eddelbuettel <edd at debian.org>
+
+ * data/xrrData.rda, data.SMI.rda: Removed in this package as unused
+ * man/xrrData.Rd, man/SMI.Rd: Removed in this package as unused
+
+ * src/de4_0.c (devol): removed unused variable 'x'
+
+ * cleanup: Added cleanup script
+
+2010-10-14 Dirk Eddelbuettel <edd at debian.org>
+
+ * NAMESPACE, DESCRIPTION: New name is RcppDE to differentiate from DEoptim
+ * Top-level files CHANGES, COPYING, NEWS, README, THANKS unchanged
+
+ * inst/CITATION: Also removed
+
+ * inst/doc/*: Removed DEoptim papers for this variant
+
+ * demo/DEoptim.R: Removed unused parameters 'refresh' + 'digits'
+
+ * R/zzz.R: Switch to 'packageStartupMessage()' which can suppressed
+
+ * Initial version based on SVN revision 27 of DEoptim
+
Added: pkg/RcppDE/DESCRIPTION
===================================================================
--- pkg/RcppDE/DESCRIPTION (rev 0)
+++ pkg/RcppDE/DESCRIPTION 2010-10-15 22:36:50 UTC (rev 2300)
@@ -0,0 +1,13 @@
+Package: RcppDE
+Version: 0.1.0
+Title: Global optimization by differential evolution in C++
+Author: Dirk Eddelbuettel extending DEoptim (by David Ardia, Katharine Mullen,
+ Brian Peterson, Joshua Ulrich) which itself is based on DE-Engine (by Rainer Storn)
+Maintainer: Dirk Eddelbuettel <edd at debian.org>
+Description: This package provides an efficient C++ based implementation of the
+ DEoptim function which performs global optimization by differential evolution.
+ It aims to show that "easier, shorter, faster: pick any three" is achievable
+ when moving code from plain old C to modern C++.
+License: GPL (>= 2)
+Depends: Rcpp
+LinkingTo: Rcpp
Added: pkg/RcppDE/NAMESPACE
===================================================================
--- pkg/RcppDE/NAMESPACE (rev 0)
+++ pkg/RcppDE/NAMESPACE 2010-10-15 22:36:50 UTC (rev 2300)
@@ -0,0 +1,4 @@
+useDynLib(RcppDE)
+export(DEoptim, DEoptim.control)
+S3method("plot", "DEoptim")
+S3method("summary", "DEoptim")
Added: pkg/RcppDE/NEWS
===================================================================
--- pkg/RcppDE/NEWS (rev 0)
+++ pkg/RcppDE/NEWS 2010-10-15 22:36:50 UTC (rev 2300)
@@ -0,0 +1,129 @@
+Changes in version 2.0-7
+ o Many improvements in the C code, including removal of all global variables
+ thanks to Joshua Ulrich.
+ o Thanks to Ralf Tautenhahn and Joshua Ulrich, a bug with bs=TRUE is removed.
+ o Thanks to Dirk Eddelbuettel several bugs (some possibly causing segfaults)
+ removed.
+ o Added DE/current-to-p-best/1 strategy.
+ o Added ability to only print every "trace" iterations.
+Changes in version 2.0-6
+ o Added dataset documentation now required by R CMD check.
+Changes in version 2.0-5
+ o CITATION file modified, updated references.
+ o Removed check on length of parameter vector (it was left over from versions
+ prior to 2.0-3, thanks to Jean-Luc Jannink.
+Changes in version 2.0-4
+ o added check to prevent the C code being called with NP<4, thanks to Joshua
+ Ulrich.
+ o fixed bug introduced in version 2.0-3 that made the objective function
+ values associated with the winning population members incorrect
+ o added new options checkWinner and avWinner to the 'control' arguement.
+
+Changes in version 2.0-3
+ o Re-write of much of the underlying C code. Now dynamically allocate
+ storage, so can optimize on parameter vectors of arbitrary size, in a
+ population of arbitrary size. Changed the documentation to reflect the
+ new lack of limitations.
+ o Stop with an error right away if a NaN objective function value occurs.
+ o Default value of CR changed to .9 from .5.
+ o Added reference and minor changes to documentation.
+
+Changes in version 2.0-2
+ o The maximum number of parameters that can be optimized (set
+ statically in de.h with #define MAXDIM) was changed from 20 to
+ 200.
+ o zzz.R file removed and replaced with call to `useDynLib(DEoptim)' in
+ NAMESPACE
+ o Brian Peterson pointed out problems occurring when the objective
+ function returns a NaN value. Error messages are now added to
+ report when this happens.
+ o permute patched, see below. Thanks to Hans Werner Borchers for pointing
+ out that the problem was not fixed in the CRAN version.
+
+Changes in version 2.0-1
+ o Soren Macbeth and Joshua Ulrich pointed out and patched bugs in the
+ function 'permute'. Note that the version 2.0-1 on CRAN does not patch
+ these bugs correctly. The correction is made in the next version.
+
+Changes in version 2.0-0
+ o The R-based implementation of Differential Evolution has been
+ replaced with a C-based implementation similar to the MS Visual C++
+ v5.0 implementation accompanying the book `Differential Evolution -
+ A Practical Approach to Global Optimization',downloaded from
+ http://www.icsi.berkeley.edu/~storn/DeWin.zip.
+
+ The new C implementation is significantly faster.
+
+ o The S3 method for plotting has been enhanced. It allows now to plot
+ the intermediate populations if provided.
+
+ o The package maintainer has been changed to Katharine Mullen,
+ <katharine.mullen at nist.gov>.
+
+ o A NAMESPACE has been added.
+
+ o Argument FUN for DEoptim is now called fn for compatibility with optim.
+
+ o demo file has been removed
+
+ o CITATION file modified
+
+
+Changes in version 1.3-3
+
+ o CITATION file modified.
+
+
+Changes in Version 1.3-2
+
+ o CITATION file modified.
+
+
+Changes in Version 1.3-1
+
+ o new plotting argument 'storepop' which displays intermediate
+ population locations.
+
+
+Changes in Version 1.3-0
+
+ o the function 'DEoptim' has two arguments: 'storepopfrom' and
+ 'storepopfreq', for tracking intermediate populations; the output
+ contains also the list 'storepop' which belongs to the 'member'
+ list's element.
+
+ o small bug fixed for the number of iterations.
+
+
+Changes in Version 1.2-1
+
+ o fix a bug in the optimization procedure.
+
+ o add a demo to show how to increase the number of printed digits
+ while performing the optimization.
+
+
+Changes in Version 1.2-0
+
+ o the function 'DEoptim' has the new argument 'initial', which is an
+ initial or starting population. You can therefore introduce a
+ starting population in the optimization procedure. This can be
+ useful when the optimization has to be run many times on data sets
+ which differ sligthly.
+
+ o the function 'DEoptim' outputs now 'pop' in the 'member' list's
+ element. This is the population obtained at the last iteration
+ which can be used as a starting population in 'DEoptim' via the
+ argument 'initial'.
+
+ o the function stops if any 'NA' or 'NaN' value is returned by the
+ function 'FUN' to be optimized.
+
+ o the function DEoptim does not handle exponential crossover
+ anymore. This is so to simplify and accelerate the optimization
+ procedure.
+
+ o the function 'DEoptim' outputs a list of lists. This is more
+ natural and in the same spirit of usual optimization functions.
+
+ o documentation for the 'digits'.
\ No newline at end of file
Property changes on: pkg/RcppDE/NEWS
___________________________________________________________________
Added: svn:executable
+ *
Added: pkg/RcppDE/R/DEoptim.R
===================================================================
--- pkg/RcppDE/R/DEoptim.R (rev 0)
+++ pkg/RcppDE/R/DEoptim.R 2010-10-15 22:36:50 UTC (rev 2300)
@@ -0,0 +1,149 @@
+DEoptim.control <- function(VTR = -Inf, strategy = 2, bs = FALSE, NP = 50,
+ itermax = 200, CR = 0.5, F = 0.8, trace = TRUE,
+ initialpop = NULL, storepopfrom = itermax + 1,
+ storepopfreq = 1, checkWinner = FALSE,
+ avWinner = TRUE, p = 0.2) {
+ if (itermax <= 0) {
+ warning("'itermax' <= 0; set to default value 200\n", immediate. = TRUE)
+ itermax <- 200
+ }
+ if (NP < 4) {
+ warning("'NP' < 4; set to default value 50\n", immediate. = TRUE)
+ NP <- 50
+ }
+ if (F < 0 | F > 2) {
+ warning("'F' not in [0,2]; set to default value 0.8\n", immediate. = TRUE)
+ F <- 0.8
+ }
+ if (CR < 0 | CR > 1) {
+ warning("'CR' not in [0,1]; set to default value 0.5\n", immediate. = TRUE)
+ CR <- 0.5
+ }
+ if (strategy < 1 | strategy > 6) {
+ warning("'strategy' not in {1,...,6}; set to default value 2\n",
+ immediate. = TRUE)
+ strategy <- 2
+ }
+
+ bs <- (bs > 0)
+
+ if ( trace < 0 ) {
+ warning("'trace' cannot be negative; set to 'TRUE'")
+ trace <- TRUE
+ }
+
+ storepopfreq <- floor(storepopfreq)
+ if (storepopfreq > itermax)
+ storepopfreq <- 1
+
+ if (p <= 0 || p > 1) {
+ warning("'p' not in (0,1]; set to default value 0.2\n", immediate. = TRUE)
+ p <- 0.2
+ }
+
+ list(VTR = VTR, strategy = strategy, NP = NP, itermax = itermax, CR
+ = CR, F = F, bs = bs, trace = trace, initialpop = initialpop,
+ storepopfrom = storepopfrom, storepopfreq = storepopfreq,
+ checkWinner = checkWinner, avWinner = avWinner, p = p)
+}
+
+DEoptim <- function(fn, lower, upper, control = DEoptim.control(), ...) {
+ fn1 <- function(par) fn(par, ...)
+ if (length(lower) != length(upper))
+ stop("'lower' and 'upper' are not of same length")
+ if (!is.vector(lower))
+ lower <- as.vector(lower)
+ if (!is.vector(upper))
+ upper <- as.vector(upper)
+ if (any(lower > upper))
+ stop("'lower' > 'upper'")
+ if (any(lower == "Inf"))
+ warning("you set a component of 'lower' to 'Inf'. May imply 'NaN' results", immediate. = TRUE)
+ if (any(lower == "-Inf"))
+ warning("you set a component of 'lower' to '-Inf'. May imply 'NaN' results", immediate. = TRUE)
+ if (any(upper == "Inf"))
+ warning("you set a component of 'upper' to 'Inf'. May imply 'NaN' results", immediate. = TRUE)
+ if (any(upper == "-Inf"))
+ warning("you set a component of 'upper' to '-Inf'. May imply 'NaN' results", immediate. = TRUE)
+ if (!is.null(names(lower)))
+ nam <- names(lower)
+ else if (!is.null(names(upper)) & is.null(names(lower)))
+ nam <- names(upper)
+ else
+ nam <- paste("par", 1:length(lower), sep = "")
+
+ ctrl <- do.call(DEoptim.control, as.list(control))
+ ctrl$npar <- length(lower)
+ if (ctrl$NP < 4) {
+ warning("'NP' < 4; set to default value 50\n", immediate. = TRUE)
+ ctrl$NP <- 50
+ }
+ if (ctrl$NP < 10*length(lower))
+ warning("For many problems it is best to set 'NP' (in 'control') to be at least ten times the length of the parameter vector. \n", immediate. = TRUE)
+ if (!is.null(ctrl$initialpop)) {
+ ctrl$specinitialpop <- TRUE
+ if(!identical(as.numeric(dim(ctrl$initialpop)), c(ctrl$NP, ctrl$npar)))
+ stop("Initial population is not a matrix with dim. NP x length(upper).")
+ }
+ else {
+ ctrl$specinitialpop <- FALSE
+ ctrl$initialpop <- 0.0
+ }
+ ##
+ ctrl$trace <- as.numeric(ctrl$trace)
+ ctrl$specinitialpop <- as.numeric(ctrl$specinitialpop)
+ ctrl$initialpop <- as.numeric(ctrl$initialpop)
+
+ outC <- .Call("DEoptimC", lower, upper, fn1, ctrl, new.env(), PACKAGE = "RcppDE")
+ ##
+ if (length(outC$storepop) > 0) {
+ nstorepop <- floor((outC$iter - ctrl$storepopfrom) / ctrl$storepopfreq)
+ storepop <- list()
+ cnt <- 1
+ for(i in 1:nstorepop) {
+ idx <- cnt:((cnt - 1) + (ctrl$NP * ctrl$npar))
+ storepop[[i]] <- matrix(outC$storepop[idx], nrow = ctrl$NP, ncol = ctrl$npar,
+ byrow = TRUE)
+ cnt <- cnt + (ctrl$NP * ctrl$npar)
+ dimnames(storepop[[i]]) <- list(1:ctrl$NP, nam)
+ }
+ }
+ else {
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/rcpp -r 2300
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