Rsocp: An R extenstion library to use SOCP from R.
Version 271.1

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 and Diethelm Wuertz
Date of publication2014-11-11 12:08:08
MaintainerTobias Setz <[email protected]>
LicenseRsocp - GPL | SOCP - (C) see file License
Version271.1
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("Rsocp", repos="http://R-Forge.R-project.org")

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Rsocp documentation built on May 31, 2017, 5:12 a.m.