cmottet/GLP: GLP

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).

Getting started

Package details

AuthorClementine Mottet
MaintainerClementine Mottet <cmottet@bu.edu>
LicenseMIT
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("cmottet/GLP")
cmottet/GLP documentation built on May 6, 2019, 12:05 a.m.