INSTALLING_MOSEK.md

In swager/optrdd: Optimized Regression Discontinuity Designs

When using our method for regression discontinuity designs with a multivariate running variable, we recommend using the optimizer MOSEK. This is a commerical optimizer that needs to be installed separately; however, MOSEK is free for academics. MOSEK is called from R via the RMosek interface.

MOSEK can be installed as follows

1. Download MOSEK for the relevant platform.
2. Place the downloaded files in the home directory (e.g., /home/<userid>/mosek/)
3. Request a licence. If you're an academic, you can get one for free.
4. Place the license in the mosek directory (e.g., /home/<userid>/mosek/mosek.lic)
5. Install the RMosek interface. The following (Mac OSX specific) command worked for me:

install.packages("Rmosek", type="source", repos="http://download.mosek.com/R/8", configure.vars=c("PKG_MOSEKHOME=~/mosek/8/tools/platform/osx64x86", "PKG_MOSEKLIB=mosek64"))

swager/optrdd documentation built on Dec. 15, 2022, 4:34 a.m.