Martin Lysy
Tools for checking that the output of an optimization algorithm is indeed at a local mode of the objective function. This is accomplished graphically by calculating all one-dimensional “projection plots” of the objective function, i.e., varying each input variable one at a time with all other elements of the potential solution being fixed. The numerical values in these plots can be readily extracted for the purpose of automated and systematic unit-testing of optimization routines.
To install the CRAN version (1.0.1):
install.packages("optimCheck", INSTALL_opts = "--install-tests")To install the latest development version: first install the devtools package, then:
devtools::install_github("mlysy/optimCheck", INSTALL_opts = "--install-tests")A quick tutorial is provided in the package vignette:
vignette("optimCheck").
To verify that the package has been installed correctly, you can run its unit tests. First install the testthat package, then:
testthat::test_package("optimCheck", reporter = "progress")