Displaying 1 result from an estimated 1 matches for "solnp2".
Did you mean:
solnp
2012 Jul 18
4
The best solver for non-smooth functions?
...the following code (please, run it:
# it's fully working and requires just few minutes
# to finish):
require(CreditMetrics)
require(clusterGeneration)
install.packages("Rdonlp2", repos= c("http://R-Forge.R-project.org",
getOption("repos")))
install.packages("Rsolnp2", repos= c("http://R-Forge.R-project.org",
getOption("repos")))
require(Rdonlp2)
require(Rsolnp)
require(Rsolnp2)
N <- 3
n <- 100000
r <- 0.0025
ead <- rep(1/3,3)
rc <- c("AAA", "AA", "A", "BBB", "BB", &quo...