SCM

R Development Page

Contributed R Packages

Below is a list of all packages provided by project Optimization and solving packages.

Important note for package binaries: R-Forge provides these binaries only for the most recent version of R, but not for older versions. In order to successfully install the packages provided on R-Forge, you have to switch to the most recent version of R or, alternatively, install from the package sources (.tar.gz).

Packages

BB

Solving and Optimizing Large-Scale Nonlinear Systems

  Barzilai-Borwein spectral methods for solving nonlinear system of equations, and for optimizing nonlinear objective functions subject to simple constraints. A tutorial style introduction to this package is available in a vignette on the CRAN download page or, when the package is loaded in an R session, with vignette("BB").
  Version: 2014.1-1 | Last change: 2014-01-24 15:44:32+01 | Rev.: 807
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get BB 2014.1-1 from CRAN
  R install command: install.packages("BB", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


GNE

Computation of generalized Nash equilibria

  Nash Equilibrium computational methods
  Version: 0.97 | Last change: 2014-02-10 15:50:59+01 | Rev.: 809
  Download: linux(.tar.gz) | windows(.zip) | Build status: Failed to build
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


GPArotation

GPA Factor Rotation

  Gradient Projection Algorithm Rotation for Factor Analysis. See ?GPArotation.Intro for more details.
  Version: 2012.3-1 | Last change: 2013-09-30 01:47:32+02 | Rev.: 777
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get GPArotation 2012.3-1 from CRAN
  R install command: install.packages("GPArotation", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


NISTopt

Nonlinear least squares examples from NIST in form of functions for optim() and optimx()

  Datasets for testing nonlinear regression routines. Version of 2009-02-10 redated to build on R-forge.
  Version: 2012-3.12 | Last change: 2012-03-12 17:18:43+01 | Rev.: 572
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current
  R install command: install.packages("NISTopt", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


Rcgmin

Conjugate gradient minimization of nonlinear functions with box constraints

  Conjugate gradient minimization of nonlinear functions with box constraints incorporating Dai/Yuan update
  Version: 2013-9.24 | Last change: 2013-09-24 23:31:59+02 | Rev.: 766
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get Rcgmin 2013-02.20 from CRAN
  R install command: install.packages("Rcgmin", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


Rtnmin

Truncated Newton function minimization with bounds constraints

  Truncated Newton function minimization with bounds constraints
  Version: 2013-11.11 | Last change: 2013-12-10 20:23:13+01 | Rev.: 802
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current
  R install command: install.packages("Rtnmin", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


Rvmmin

Variable metric nonlinear function minimization with bounds constraints

  Variable metric nonlinear function minimization with bounds constraints
  Version: 2013-11.11 | Last change: 2013-12-10 20:23:13+01 | Rev.: 802
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get Rvmmin 2013-11.11 from CRAN
  R install command: install.packages("Rvmmin", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


Rvmminx

Variable metric nonlinear function minimization with bounds constraints - experimental

  Variable metric nonlinear function minimization with bounds constraints - experimental Intended to test saving stepsize and using quadratic minimization. Redated v 2011-5.09
  Version: 2011-5.10 | Last change: 2012-07-10 15:28:43+02 | Rev.: 628
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current
  R install command: install.packages("Rvmminx", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


SQUAREM

Squared extrapolation methods for accelerating fixed-point iterations

  Algorithms for accelerating the convergence of slow, monotone sequences from smooth, contraction mapping such as the EM algorithm. It can be used to accelerate any smooth, linearly convergent acceleration scheme. A tutorial style introduction to this package is available in a vignette on the CRAN download page or, when the package is loaded in an R session, with vignette("SQUAREM").
  Version: 2010.9-1 | Last change: 2012-04-05 02:08:44+02 | Rev.: 590
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get SQUAREM 2012.7-1 from CRAN
  R install command: install.packages("SQUAREM", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


alabama

Constrained nonlinear optimization

  Augmented Lagrangian Adaptive Barrier Minimization Algorithm for optimizing smooth nonlinear objective functions with constraints. Linear or nonlinear equality and inequality constraints are allowed.
  Version: 2010.7-1 | Last change: 2010-08-12 20:55:51+02 | Rev.: 376
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get alabama 2011.9-1 from CRAN
  R install command: install.packages("alabama", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


dfoptim

Derivative-free Optimization

  Derivative-Free optimization algorithms. These algorithms do not require gradient information. More importantly, they can be used to solve non-smooth optimization problems.
  Version: 2013.9-24 | Last change: 2013-09-26 19:42:55+02 | Rev.: 773
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get dfoptim 2011.8-1 from CRAN
  R install command: install.packages("dfoptim", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


funcheck

OBSOLETE: Run tests, where possible, on named optimization problem file.

  This package is obsolete and should not be used. Provides a way to check the file fname.R that contains various functions that compute the objective function, gradient, Hessian, residuals, Jacobian, Jacobian second derivatives and setup for functions used to test optimization routines. A second function funtest allows the individual function names to be given. Redated to force R-forge build.
  Version: 2009-5.121 | Last change: 2012-07-10 15:56:02+02 | Rev.: 631
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current
  R install command: install.packages("funcheck", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


minqa

Derivative-free optimization algorithms by quadratic approximation

  Derivative-free optimization by quadratic approximation based on an interface to Fortran implementations by M. J. D. Powell.
  Version: 1.2.1 | Last change: 2013-01-15 15:11:02+01 | Rev.: 696
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get minqa 1.2.3 from CRAN
  R install command: install.packages("minqa", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


nlmrt

Functions for nonlinear least squares solutions

  nlmrt provides tools for working with nonlinear least squares problems using a calling structure similar to, but much simpler than, that of the nls() function. Moreover, where nls() specifically does NOT deal with small or zero residual problems, nlmrt is quite happy to solve them. It also attempts to be more robust in finding solutions, thereby avoiding singular gradient messages that arise in the Gauss-Newton method within nls(). The Marquardt-Nash approach in nlmrt generally works more reliably to get a solution, though this may be one of a set of possibilities, and may also be statistically unsatisfactory. Added print and summary as of August 28, 2012.
  Version: 2013-9.24 | Last change: 2013-10-17 04:02:41+02 | Rev.: 781
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get nlmrt 2013-8.10 from CRAN
  R install command: install.packages("nlmrt", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


numDeriv

Accurate Numerical Derivatives

  This package provide methods for calculating (usually) accurate numerical first and second order derivatives. Accurate calculations are done using Richardsons extrapolation or, when applicable, a complex step derivative is available. A simple difference method is also provided. Simple difference is (usually) less accurate but is much quicker than Richardsons extrapolation and provides a useful cross-check. Methods are provided for real scalar and vector valued functions.
  Version: 2014.2-1 | Last change: 2014-02-12 03:03:21+01 | Rev.: 810
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get numDeriv 2012.9-1 from CRAN
  R install command: install.packages("numDeriv", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


optextras

A set of tools to support optimization methods (function minimization with at most bounds and masks).

  Tools to assist in safely applying user generated objective and derivative function to optimization programs. These are primarily function minimization methods with at most bounds and masks on the parameters. Provides a way to check the basic computation of objective functions that the user provides, along with proposed gradient and Hessian functions, as well as to wrap such functions to avoid failures when inadmissible parameters are provided. Check bounds and masks. Check scaling or optimality conditions. Perform an axial search to seek lower points on the objective function surface. Includes forward, central and backward gradient approximation codes.
  Version: 2013-10.27 | Last change: 2013-11-08 16:24:14+01 | Rev.: 797
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get optextras 2013-10.27 from CRAN
  R install command: install.packages("optextras", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


optimgui

EXPERIMENTAL: A GUI program to assist optimization problems in R

  This package aims at building up a GUI to assist the preparation and solution of optimization problems. Redated to rebuild on R-forge.
  Version: 2011-8.221 | Last change: 2012-03-14 14:41:06+01 | Rev.: 575
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current
  R install command: install.packages("optimgui", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


optimx

A Replacement and Extension of the optim() Function

  Provides a replacement and extension of the optim() function to unify and streamline optimization capabilities in R for smooth, possibly box constrained functions of several or many parameters. This is the CRAN version of the package.
  Version: 2013.10.27 | Last change: 2013-10-27 16:16:36+01 | Rev.: 791
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current | Stable Release: Get optimx 2013.8.6 from CRAN
  R install command: install.packages("optimx", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


optplus

A wrapper for optimization methods (function minimization with at most bounds and masks).

  A wrapper for running many optimization tools. These are primarily function minimization methods with at most bounds and masks on the parameters. By calls to optextras, provides a way to check the basic computation of objective functions that the user provides, along with proposed gradient and Hessian functions, as well as to wrap such functions to avoid failures when inadmissible parameters are provided. Check bounds and masks. Check scaling or optimality conditions. Perform an axial search to seek lower points on the objective function surface. Includes forward, central and backward gradient approximation codes.
  Version: 2012-08.03 | Last change: 2013-04-10 21:31:22+02 | Rev.: 726
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current
  R install command: install.packages("optplus", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


optreplace

Trial package to replace optim() function with better codes

  Nelder-Mead in optim() has some deficiencies. Can we overload the function with a better one?
  Version: 2013.7-23 | Last change: 2013-08-06 15:35:32+02 | Rev.: 750
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current
  R install command: install.packages("optreplace", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)


rootoned

Roots of one-dimensional functions in R-only code

  Roots of one-dimensional functions in R-only code. Redated for R-forge.
  Version: 2012-3.12 | Last change: 2012-03-12 22:30:43+01 | Rev.: 573
  Download: linux(.tar.gz) | windows(.zip) | Build status: Current
  R install command: install.packages("rootoned", repos="http://R-Forge.R-project.org")
 
Logs:  
Package build: Source package (Linux x86_64) Windows binary (x86_64/i386)
Package check: Linux x86_64 (patched) | Linux x86_64 (devel) Windows (patched) | Windows (devel)

 

Build status codes

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