noisyCE2: Cross-Entropy Optimisation of Noisy Functions

Cross-Entropy optimisation of unconstrained deterministic and noisy functions illustrated in Rubinstein and Kroese (2004, ISBN: 978-1-4419-1940-3) through a highly flexible and customisable function which allows user to define custom variable domains, sampling distributions, updating and smoothing rules, and stopping criteria. Several built-in methods and settings make the package very easy-to-use under standard optimisation problems.

Version: 1.1.0
Imports: magrittr
Suggests: coda, testthat
Published: 2020-11-09
DOI: 10.32614/CRAN.package.noisyCE2
Author: Flavio Santi ORCID iD [cre, aut]
Maintainer: Flavio Santi <flavio.santi at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: noisyCE2 citation info
Materials: README NEWS
CRAN checks: noisyCE2 results


Reference manual: noisyCE2.pdf


Package source: noisyCE2_1.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): noisyCE2_1.1.0.tgz, r-oldrel (arm64): noisyCE2_1.1.0.tgz, r-release (x86_64): noisyCE2_1.1.0.tgz, r-oldrel (x86_64): noisyCE2_1.1.0.tgz
Old sources: noisyCE2 archive


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