Based on (optionally sparse) quadratic optimization with the main algorithms implemented in C. Includes features for easy processing of many (smaller) records. The algorithm has been tested on fairly large optimization problems with up to a few million variables and several hundred thousand restrictions.

Documentation

Manual: rspa.pdf
Vignette: The rspa package

Maintainer: Mark van der Loo <mark.vanderloo at gmail.com>

Author(s): Mark van der Loo

Install package and any missing dependencies by running this line in your R console:

install.packages("rspa")

Depends R (>= 2.13.0)
Imports editrules, graphics, stats
Suggests knitr, testthat
Enhances
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Package rspa
Materials
URL https://github.com/markvanderloo/rspa
Task Views OfficialStatistics
Version 0.1.8
Published 2015-07-14
License GPL-3
BugReports https://github.com/markvanderloo/rspa/issues
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks rspa check results
Package source rspa_0.1.8.tar.gz