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copulaedas: An R Package for Estimation of Distribution Algorithms Based on Copulas

Abstract

The use of probabilistic models based on copulas in EDAs (Estimation of Distribution Algorithms) is currently an active area of research. In this context, the copulaedas R package intends to provide a platform where EDAs based on copulas can be implemented and studied. The package offers complete implementations of various EDAs based on copulas and vines, a group of well-known benchmark problems, utility functions to study the behavior of EDAs and the possibility of implementing new algorithms that can be integrated into the package. EDAs are implemented using S4 classes with generic functions for its main parts: seeding, selection, learning, sampling, replacement, local optimization, termination, and reporting. This paper provides an overview of EDAs based on copulas, describes the implementation of copulaedas and illustrates its use with examples. The examples include running the EDAs implemented in the package, implementing new algorithms and performing an empirical study to compare the behavior of a group of EDAs.

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