CREPE

CRoss-Entropy Parameter Estimation is a project aiming to create a simple yet powerful global optimization tool.

Installation

CREPE is compatible with Python 2 and 3. Required package: 'numpy'. Recommended packages: 'matplotlib', 'pip'.

Use git to grab the latest version of CREPE (you might need administrative rights to install it - in that case, use sudo):

git clone https://github.com/laugustogs/crepe.git
cd crepe
python setup.py install

Changelog:

• 0.1.151226: added support for Python 3
• 0.1.151014: added docstrings
• 0.1.150822: corrected an incorrect implementation of the I matrix (which selects the elite sample). It was missing a [0].
• 0.1.150822: CREPE now uses the lower limit in sigma as a test for convergence

To be added in the future:

• docs.Manual: Hacks to avoid falling in local minima
• crepe: Creating standard performance functions
• crepe: Multi-variate gaussian distributions