FICO Xpress Optimization

Mosel R interface examples

The examples of using R from Mosel require an installation of R, for information on compatible versions and setup instructions please see the chapter R of the Mosel Language Reference (PDF or online manual).

Energyforecast - regression analysis with R: Regression analysis, data exchange with R, evaluating R functions from Mosel

Logistic regression on flight delay data using R: Logistic regression, data exchange with R, evaluating R functions from Mosel, graph drawing with R

Folio - performing simple statistics with R: Covariance calculation with R, graph drawing with R


Type:	Portfolio optimization
Rating:	2 (easy-medium)
Description:	Using R to calculate the covariance matrix that serves as input to a quadratic optimization problem minimizing the variance of an investment portfolio. Model version 'folioqpgraphr.mos' uses R graph drawing functionality to plot the deviation and display a correlation heatmap.
File(s):	folioqpr.mos, folioqpgraphr.mos
Data file(s):	folioqphist.dat, folioqp.dat, folioqpgraph.dat

Comments or suggestions about the examples? Please e-mail support@fico.com