Install this package the usual way in R once it gets on CRAN (very shortly) or via:

{r} library(devtools) install_github("bnaras/ECOSolveR")

This is an R wrapper around the ecos project on GitHub.

Note that the ecos sources are included here. The only changes I have made are to the ecos library stuff is to the makefiles; this was necessary to pass the CRAN portability checks.