ROI - R Optimization Infrastructure

The R Optimization Infrastructure ('ROI') <doi:10.18637/jss.v094.i15> is a sophisticated framework for handling optimization problems in R. Additional information can be found on the 'ROI' homepage <http://roi.r-forge.r-project.org/>.

Last updated 2 years ago

7.81 score 47 packages 534 scripts 8.5k downloads

fPortfolio - Rmetrics - Portfolio Selection and Optimization

A collection of functions to optimize portfolios and to analyze them from different points of view.

Last updated 28 days ago

6.99 score 1 stars 2 packages 195 scripts 2.7k downloads

Rglpk - R/GNU Linear Programming Kit Interface

R interface to the GNU Linear Programming Kit. 'GLPK' is open source software for solving large-scale linear programming (LP), mixed integer linear programming ('MILP') and other related problems.

Last updated 10 months ago

6.98 score 49 packages 239 scripts 9.0k downloads

fAssets - Rmetrics - Analysing and Modelling Financial Assets

A collection of functions to manage, to investigate and to analyze data sets of financial assets from different points of view.

Last updated 28 days ago

6.11 score 1 stars 3 packages 24 scripts 1.9k downloads

ROI.plugin.glpk - 'ROI' Plug-in 'GLPK'

Enhances the 'R' Optimization Infrastructure ('ROI') package by registering the free 'GLPK' solver. It allows for solving mixed integer linear programming ('MILP') problems as well as all variants/combinations of 'LP', 'IP'.

Last updated 2 years ago

5.47 score 8 packages 288 scripts 4.2k downloads

ROI.plugin.quadprog - 'quadprog' Plug-in for the 'R' Optimization Infrastructure

Enhances the R Optimization Infrastructure ('ROI') package by registering the 'quadprog' solver. It allows for solving quadratic programming (QP) sproblems.

Last updated 2 years ago

3.99 score 2 packages 76 scripts 2.1k downloads

ROI.plugin.symphony - 'SYMPHONY' Plug-in for the 'R' Optimization Interface

Enhances the R Optimization Infrastructure ('ROI') package by registering the 'SYMPHONY' open-source solver from the COIN-OR suite. It allows for solving mixed integer linear programming (MILP) problems as well as all variants/combinations of LP, IP.

Last updated 2 years ago

3.83 score 4 packages 20 scripts 2.8k downloads

fMultivar - Rmetrics - Modeling of Multivariate Financial Return Distributions

A collection of functions inspired by Venables and Ripley (2002) <doi:10.1007/978-0-387-21706-2> and Azzalini and Capitanio (1999) <arXiv:0911.2093> to manage, investigate and analyze bivariate and multivariate data sets of financial returns.

Last updated 1 years ago

3.79 score 7 packages 100 scripts 2.9k downloads

DSL - Distributed Storage and List

An abstract DList class helps storing large list-type objects in a distributed manner. Corresponding high-level functions and methods for handling distributed storage (DStorage) and lists allows for processing such DLists on distributed systems efficiently. In doing so it uses a well defined storage backend implemented based on the DStorage class.

Last updated 5 years ago

2.48 score 1 packages 9 scripts 251 downloads

hive - Hadoop InteractiVE

Hadoop InteractiVE facilitates distributed computing via the MapReduce paradigm through R and Hadoop. An easy to use interface to Hadoop, the Hadoop Distributed File System (HDFS), and Hadoop Streaming is provided.

Last updated 5 years ago

1.30 score 6 scripts 206 downloads

tm.plugin.dc - Text Mining Distributed Corpus Plug-in

A plug-in for the text mining framework tm to support text mining in a distributed way. The package provides a convenient interface for handling distributed corpus objects based on distributed list objects.

Last updated 4 years ago

1.00 score 8 scripts 287 downloads