General Purpose Optimization in R using C++: provides a unified C++ wrapper to call functions of the algorithms underlying the optim() solver
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Updated
Aug 6, 2022 - C++
General Purpose Optimization in R using C++: provides a unified C++ wrapper to call functions of the algorithms underlying the optim() solver
Fitting tool for "Linearly Transformed Cosines" parameters, useful for implementing area lights.
Implementation of the simplest and at the same time effective optimization method — the Nelder—Mead method
SABR NelderMead volatility
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