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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/>.

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8.11 score 51 dependents 740 scripts 11k 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.

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glpk

7.54 score 52 dependents 291 scripts 13k downloads

fPortfolio - Rmetrics - Portfolio Selection and Optimization

A collection of functions to optimize portfolios and to analyze them from different points of view. If the suggested package 'bcp' is not availble from CRAN, it can be installed from the archive, e.g. <https://cran.r-project.org/src/contrib/Archive/bcp/bcp_4.0.3.tar.gz>.

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6.71 score 1 stars 2 dependents 324 scripts 1.7k 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.

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5.77 score 1 stars 3 dependents 29 scripts 1.5k 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'.

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5.57 score 6 dependents 436 scripts 4.7k 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.

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3.77 score 4 dependents 38 scripts 1.3k 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.

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3.64 score 1 dependents 144 scripts 768 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.

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3.62 score 9 dependents 105 scripts 1.5k 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.

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3.07 score 1 dependents 39 scripts 360 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.

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openjdk

1.30 score 9 scripts 305 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.

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1.00 score 7 scripts 283 downloads