R Interface to DSDP Semidefinite Programming Library (Rdsdp)
R interface to DSDP semidefinite programming library. Installs version 5.8 of DSDP from DSDP website. An existing installation of DSDP may be used by passing the proper configure arguments to the installation command.

Robust Data Envelopment Analysis (DEA) for R (rDEA)
Data Envelopment Analysis for R, estimating robust DEA scores without and with environmental variables and doing returns-to-scale tests.

Generation of Multivariate Data with Arbitrary Marginals (NORTARA)
An implementation of a specific method for generating n-dimensional random vectors with given marginal distributions and correlation matrix. The method uses the NORTA (NORmal To Anything) approach which generates a standard normal random vector and then transforms it into a random vector with specified marginal distributions and the RA (Retrospective Approximation) algorithm which is a generic stochastic root-finding algorithm. The marginals can be continuous or discrete. See the vignette of package for more details.

Advertisements