R-Rsocp - An R extenstion library to use SOCP from R
| Website: | http://r-forge.r-project.org/projects/Rsocp/ |
|---|---|
| License: | Rsocp - GPL | SOCP - (C) see file License |
- Description:
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.
Packages
| R-Rsocp-271.1-1.fc12.x86_64 [477 KiB] |
Changelog
by pingou (2010-03-27):
- initial package for Fedora |