quadprog: Functions to solve Quadratic Programming Problems

This package contains routines and documentation for solving quadratic programming problems.

Version: 1.5-5
Depends: R (≥ 2.15.0)
Published: 2013-04-17
Author: S original by Berwin A. Turlach R port by Andreas Weingessel
Maintainer: Berwin A. Turlach <Berwin.Turlach at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README ChangeLog
In views: Optimization
CRAN checks: quadprog results


Reference manual: quadprog.pdf
Package source: quadprog_1.5-5.tar.gz
Windows binaries: r-devel: quadprog_1.5-5.zip, r-release: quadprog_1.5-5.zip, r-oldrel: quadprog_1.5-5.zip
OS X El Capitan binaries: r-release: quadprog_1.5-5.tgz
OS X Mavericks binaries: r-oldrel: quadprog_1.5-5.tgz
Old sources: quadprog archive

Reverse dependencies:

Reverse depends: AdapEnetClass, ANOVAreplication, bigsplines, BLCOP, BSquare, cosso, DAGGER, ForecastCombinations, gtop, imputeYn, iterLap, kappalab, kinship2, ldlasso, MonoPoly, multiway, pencopula, RefFreeEWAS, SEL, ShapeChange, SPIn, ternvis, vottrans, wSVM
Reverse imports: ASICS, BB, CEGO, dartR, directlabels, dti, earlywarnings, FinCovRegularization, FindIt, flexsurv, ForecastComb, fPortfolio, GENLIB, goric, gromovlab, hmmm, hybridEnsemble, ic.infer, kdecopula, lavaan, LCF, limSolve, list, lmmen, mafs, mboost, mcprofile, mistral, mixKernel, MixtureInf, monomvn, MoTBFs, NlcOptim, nodeHarvest, npbr, npsp, opera, optiSel, optrdd, orderedLasso, parma, pencopulaCond, penDvine, penRvine, phangorn, qrsvm, quadprogXT, radmixture, restriktor, RiskPortfolios, robustrao, rodd, ROI.plugin.quadprog, RSSL, scdensity, ScreenClean, SDT, SimCop, simPH, stm, survivalsvm, tseries, uniReg
Reverse suggests: clue, crs, DoseFinding, drtmle, fda, NMOF, popbio, PortfolioAnalytics, pracma, spew, STPGA, subsemble, SuperLearner, surveillance


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