I am new to using R.

I am trying to maximize the returns to a portfolio given a target risk by
using the following:

library(fPortfolio)
myspec <- portfolioSpec()
setTargetRisk(myspec) <- 0.3
setSolver(myspec) <- "solveRsocp"
maxreturnPortfolio(Data, myspec)

Since the solveRsocp function requires the fPortfolioSolver package to be
installed, I tried installing the package but unable to to do.

Following is the error I get while trying to install the fPortfolioSolver
package:

install.packages("fPortfolioSolver")Warning in install.packages :
  package ‘fPortfolioSolver’ is not available (for R version
2.15.3)Installing package(s) into
‘/home/alok/R/x86_64-pc-linux-gnu-library/2.15’
(as ‘lib’ is unspecified)Warning in install.packages :
  package ‘fPortfolioSolver’ is not available (for R version 2.15.3)


I tried a work around with the socp function from the CLSOCP package
but it does not work.


Could someone please help me with this?

Thanks,
Alok

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