In order to install this package, you will need to have Rmosek installed.
/home/<username>/bin). We will refer to it as <my-mosek-directory>.~/.bashrc file:<my-mosek-directory>/mosek
export PKG_MOSEKHOME=<my-mosek-directory>/mosek/8/tools/platform/linux64x86
export PKG_MOSEKLIB=mosek64install.packages("Rmosek", type="source", INSTALL_opts="--no-multiarch", repos="http://download.mosek.com/R/8")
You can install the latest released version of klic from CRAN with
install.packages("klic")
or the development version from GitHub with
library(devtools) install_github("acabassi/klic") library(klic)