programming - How to perform portfolio optimization with user-defined expected return and variances using R?

I found some functions for Markowitz mean variance portfolio optimization in R such as portfolio.optim in tseries package.

However, I was not able to figure out how to use this function if I want to use my own calculated expected mean/return and variance.

Any ideas on how to achieve that with this or any other function?

And does portfolio.optim simply calculate the expected return as the mean of return series and expected volatility/risk as the standard-deviation of the return series? I cannot find it's detailed implementation in the documentation.