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braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/sandbox/benchmarking/benchmark_output.txt
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[1] "2013-12-17 10:45:18 PST"
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ES optimization benchmark with random portfolios and DEoptim
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Unit: seconds
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expr min lq median uq max neval
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opt_rp() 8.539322 8.581483 8.685236 9.019323 9.510726 10
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opt_de() 42.417468 98.721399 113.836677 128.932124 142.691423 10
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