copulaedas: An R Package for Estimation of Distribution Algorithms Based on Copulas

Yasser Gonzalez-Fernandez and Marta Soto

Journal of Statistical Software, 2014, vol. 058, issue i09

Abstract: The use of copula-based models in EDAs (estimation of distribution algorithms) is currently an active area of research. In this context, the copulaedas package for R provides a platform where EDAs based on copulas can be implemented and studied. The package offers complete implementations of various EDAs based on copulas and vines, a group of well-known optimization problems, and utility functions to study the performance of the algorithms. Newly developed EDAs can be easily integrated into the package by extending an S 4 class with generic functions for their main components. This paper presents copulaedas by providing an overview of EDAs based on copulas, a description of the implementation of the package, and an illustration of its use through examples. The examples include running the EDAs defined in the package, implementing new algorithms, and performing an empirical study to compare the behavior of different algorithms on benchmark functions and a real-world problem.

Date: 2014-06-30
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.jstatsoft.org/index.php/jss/article/view/v058i09/v58i09.pdf
https://www.jstatsoft.org/index.php/jss/article/do ... ulaedas_1.4.1.tar.gz
https://www.jstatsoft.org/index.php/jss/article/do ... ile/v058i09/v58i09.R
https://www.jstatsoft.org/index.php/jss/article/do ... le/v058i09/docking.c
https://www.jstatsoft.org/index.php/jss/article/do ... v058i09/2z5u.dat.zip

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:058:i09

DOI: 10.18637/jss.v058.i09

Access Statistics for this article

Journal of Statistical Software is currently edited by Bettina Grün, Edzer Pebesma and Achim Zeileis

More articles in Journal of Statistical Software from Foundation for Open Access Statistics
Bibliographic data for series maintained by Christopher F. Baum ().