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Section: New Software and Platforms

marqLevAlg

Keywords: Optimization - Biostatistics

Functional Description: An R package for function optimization. Available on CRAN, this package performs a minimization of function based on the Marquardt-Levenberg algorithm. This package is really useful when the surface to optimize is non-strictly convex or far from a quadratic function. A new convergence criterion, the relative distance to maximum (RDM), allows the user to have a better confidence in the stopping points, other than basic algorithm stabilization.