[R-SIG-Finance] What's the best package for SOCP in R?

[Mark Knecht]

On Thu, Jul 9, 2015 at 9:03 AM, Pfaff, Bernhard Dr.
<Bernhard_Pfaff at fra.invesco.com> wrote:
> Dear Ilya & Alexios,
>
> given that the Alexios played the ball into my court, please find below a toy example to your problem:
> (the parma package is loaded for the data set)
>
> library(parma)
> library(cccp)


Sadly, library(parma) works its way down to Rglpk which doesn't build
coming from CRAN. Is there a better place to get that?

* installing *source* package ‘Rglpk’ ...
** package ‘Rglpk’ successfully unpacked and MD5 sums checked
** libs
/bin/sh: line 0: cd: GLPK: No such file or directory
Makevars:10: recipe for target 'GLPK.ts' failed
make: *** [GLPK.ts] Error 1
ERROR: compilation failed for package ‘Rglpk’

Thanks,
Mark