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Rsocp: Rmetrics - An R Extenstion Library to Use SOCP from R
Second-order cone programming solver written by M. Lobo, L. Vandenberghe, and S. Boyd. Rsocp is a wrapper library to use it from R. THIS PACKAGE IS USED FOR PORTFOLIO OPTIMIZATION WITH RMETRICS. NOTE, FOR OTHER PURPOSES YOU HAVE TO EXTEND THIS R PORT.
Getting started
Browse package contents
Package details |
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| Author | Diethelm Wuertz [aut], Tobias Setz [aut,cre], Yohan Chalabi [aut] |
| Maintainer | Tobias Setz <tobias.setz@live.com> |
| License | GPL (>= 2) | file LICENCE |
| Version | 4021.3 |
| Package repository | View on R-Forge |
| Installation |
Install the latest version of this package by entering the following in R:
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Try the Rsocp package in your browser
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