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

Package details

AuthorYohan Chalabi [aut], Diethelm Wuertz [aut], Tobias Setz [cre]
MaintainerTobias Setz <[email protected]>
LicenseRsocp - GPL | SOCP - (C) see file License
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("Rsocp", repos="")

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Rsocp documentation built on Nov. 17, 2017, 2:16 p.m.