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.

AuthorYohan Chalabi and Diethelm Wuertz
Date of publication2014-11-11 12:08:08
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseRsocp - GPL | SOCP - (C) see file License
Version271.1

View on R-Forge

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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All documentation is copyright its authors; we didn't write any of that.