The userguide for Rmosek is included for reference.

There are some semi-delicate aspects of Rmosek that need attention the following
is copied from my Howto/mosek file:

To install Rmosek  a la userguide:  (Assumes that current version is downloaded,
e.g. in ~roger/Rinstall and R is run in that directory as 64 bit version as sudo.

install.packages("Rmosek_1.2.3.tar.gz", type = "source", libs_only = FALSE, repos = NULL,
   configure.vars="PKG_MOSEKHOME=/usr/local/mosek/6/tools/platform/osx64x86
   PKG_MOSEKLIB=mosek64")

Another aspect:  In using R CMD check, by default this runs in --vanilla mode
so environment variables don't get passed.  Careful reading of the extensions manual
reveals that you need to make a ~/.R/check.Renviron file containing the line

MOSEKLM_LICENSE_FILE=/usr/local/mosek/6/licenses/mosek.lic

so that mosek finds the license file.  Otherwise one finds that examples
fail since mosek can't find the license.

