In cmottet/GLP: GLP
README
This package is the companion R package to the paper by "On Optimization over Tail Distributions" Mottet, C. and Lam, H.. It is designed to solve program (24) using the generalized linear programming (GLP) procedure described in Algorithm 1.
It can be installed in R using the command
install.packages("devtools")
devtools::install_github("cmottet/GLP")
cmottet/GLP documentation built on May 6, 2019, 12:05 a.m.
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README
This package is the companion R package to the paper by "On Optimization over Tail Distributions" Mottet, C. and Lam, H.. It is designed to solve program (24) using the generalized linear programming (GLP) procedure described in Algorithm 1.
It can be installed in R using the command
install.packages("devtools")
devtools::install_github("cmottet/GLP")
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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