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Graphical and numerical checks for mode-finding routines

Martin Lysy

March 14, 2018

Description:

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.

Installation:

Install the R devtools package and run

devtools::install_github("mlysy/optimCheck")

Usage:

A quick tutorial is provided by the package vignette.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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