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.

Release Functional Description: This package has been updated so that the optimization is done in parallel and goes faster. This update has been done in collaboration Viviane Philipps and Cecile Proust-Lima from Inserm BPH

• Partner: INSERM

• Contact: Melanie Prague

• URL: https://cran.r-project.org/web/packages/marqLevAlg/index.html