To cite 'DEoptim' in publications use:
David Ardia, Katharine M. Mullen, Brian G. Peterson, Joshua Ulrich (2013). 'DEoptim': Differential Evolution in 'R'. version 2.2-2.
Katharine Mullen, David Ardia, David Gil, Donald Windover, James Cline (2011). 'DEoptim': An R Package for Global Optimization by Differential Evolution. Journal of Statistical Software, 40(6), 1-26. URL http://www.jstatsoft.org/v40/i06/.
Ardia, D., Boudt, K., Carl, P., Mullen, K.M., Peterson, B.G. (2010). Differential Evolution with 'DEoptim': An Application to Non-Convex Portfolio Optimization. The R Journal, 3(1), 27-34. URL http://journal.r-project.org/archive/2011-1/2011-1_index.html.
Ardia, D., Ospina Arango, N., Giraldo Gomez, N. (2010). Jump-Diffusion Calibration using Differential Evolution. Wilmott Magazine, Issue 55 (September), 76-79. URL http://www.wilmott.com/.
To cite the Differential Evolution algorithm use:
Kenneth V. Price, Rainer M. Storn and Jouni A. Lampinen (2006). Differential Evolution - A Practical Approach to Global Optimization. Berlin Heidelberg: Springer-Verlag. ISBN 3540209506.
BibTeX entries for LaTeX users: use ‘toBibtex(citation("DEoptim"))’
Corresponding BibTeX entries:
@Manual{,
title = {{DEoptim}: Differential Evolution in {R}},
author = {David Ardia and Katharine M. Mullen and Brian G. Peterson
and Joshua Ulrich},
year = {2013},
note = {version 2.2-2},
url = {http://CRAN.R-project.org/package=DEoptim},
}
@Article{,
title = {{DEoptim}: An {R} Package for Global Optimization by
Differential Evolution},
author = {Katharine Mullen and David Ardia and David Gil and Donald
Windover and James Cline},
journal = {Journal of Statistical Software},
year = {2011},
volume = {40},
number = {6},
pages = {1--26},
url = {http://www.jstatsoft.org/v40/i06/},
}
@Article{,
title = {{D}ifferential {E}volution with {DEoptim}: An Application
to Non-Convex Portfolio Optimization},
author = {David Ardia and Kris Boudt and Peter Carl and Katharine
M. Mullen and Brian G. Peterson},
journal = {The R Journal},
year = {2011},
volume = {3},
number = {1},
pages = {27--34},
url =
{http://journal.r-project.org/archive/2011-1/2011-1_index.html},
}
@Article{,
title = {{J}ump-Diffusion Calibration using {D}ifferential
{E}volution},
author = {David Ardia and Juan Ospina Arango and Norman Giraldo
Gomez},
journal = {Wilmott Magazine},
year = {2011},
volume = {55},
pages = {76--79},
url = {http://www.wilmott.com/},
}
@Book{,
title = {{D}ifferential {E}volution - A Practical Approach to
Global Optimization},
author = {Kenneth V. Price and Rainer M. Storn and Jouni A.
Lampinen},
publisher = {Springer-Verlag},
series = {Natural Computing},
month = {January},
year = {2006},
note = {ISBN 540209506},
}