NEWS.md
Julia v0.7 and v1.0.XRJulia support, as it does not work with Julia v0.7 and v1.0.SCS solver doesn’t have verbose = FALSE default option any more.ECOS as the solver for convex problems.SCS and ECOS solvers.cvx_optim.diag.JuliaCall backend.convex_setup to set the path to julia binary.julia, one way is through package XRJulia, and the other way is to use package JuliaCall. The difference is as follows:
XRJulia connects to julia, which is the default for convexjlr, the advantage is the simplicity of the installation process, once you have a working R and working julia, it should be okay to use convexjlr in this way. Note that if you have the latest Julia version (v0.6.0) installed, then you have to use the latest version of XRJulia.JuliaCall embeds julia in R, the advantage is the performance, for example, if your convex problem involves large matrice or long vectors, you may wish to use JuliaCall backend for convexjlr; the disadvantage is the installation process, since embedding julia needs compilations.