This package is a companion to the paper by Mottet, C. and Lam, H. "On Optimization over Tail Distributions". It is designed to solve program (24) using generalized linear programming (GLP).
Package details |
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Author | Clementine Mottet |
Maintainer | Clementine Mottet <cmottet@bu.edu> |
License | MIT |
Version | 0.1.0 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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