Rsocp: 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.

Author
Yohan Chalabi and Diethelm Wuertz
Date of publication
2014-11-11 12:08:08
Maintainer
Tobias Setz <tobias.setz@rmetrics.org>
License
Rsocp - GPL | SOCP - (C) see file License
Version
271.1

View on R-Forge

Man pages

socp
Second-order Cone Programming
socpControl
Control Variables for SOCP

Files in this package

Rsocp/DESCRIPTION
Rsocp/NAMESPACE
Rsocp/R
Rsocp/R/socp.R
Rsocp/R/socpControl.R
Rsocp/R/zzz.R
Rsocp/inst
Rsocp/inst/doc
Rsocp/inst/doc/socp.pdf
Rsocp/inst/doc/socpUG.pdf
Rsocp/inst/license.txt
Rsocp/man
Rsocp/man/socp.Rd
Rsocp/man/socpControl.Rd
Rsocp/src
Rsocp/src/Makevars
Rsocp/src/license
Rsocp/src/socp.c
Rsocp/src/socp.h