Hi, On Mon, Mar 26, 2012 at 6:46 PM, nserdar <snes1...@hotmail.com> wrote: > Hi > > I should stochastic receding control process for portfolio > > optimization, so that I need a convex optimisation package > > in R . > > Please let me know if any package is available for convex optimisation > packages.
This is probably a good place for you to start looking: http://cran.r-project.org/web/views/Optimization.html HTH, -steve -- Steve Lianoglou Graduate Student: Computational Systems Biology | Memorial Sloan-Kettering Cancer Center | Weill Medical College of Cornell University Contact Info: http://cbio.mskcc.org/~lianos/contact ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
