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

[Mark Knecht]

On Fri, Jul 10, 2015 at 6:58 AM, Mark Knecht <markknecht at gmail.com> wrote:
> 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

Rglpk requires that I install glpk in Linux first. With that done the
example runs.

Thanks,
Mark