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Linear programming optimization problem involving linear regression

License

Project based on building linear regression models which involving as a main part of linear programming task.

Preffered algorithms used in project:

  • lm.fit [building linear regression models for criterion and state variables]
  • linprog [solving linear programming problem]

Installation

To run project from source, you should install next dependencies:

> install.packages("shiny")
> install.packages("Rglpk")
  • Install XLConnect and support XLConnectJars.
> install.packages("XLConnect")
> install.packages("XLConnectJars")

For installation you should have installed devtools.

> install_github("modopt.matlab", user="rhochreiter")

Warning ⚠️️

If you use macOS as primary system and you get a trouble to run a project or troubles with XLConnection package, install a legacy java v.1.6. It will help.

Please, follow through this guide withing accomplish.