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