Regression in fPortfolio? Sorting by date does not work...
Hi Nicholas, we are unable to reproduce this. Could you please give me the output from sessionInfo() Thanks, Andrew PS. Btw, R 2.9.2 should be available for Ubuntu as Sep 1 On Tue, Sep 1, 2009 at 4:35 PM, Nicolas
Chapados<nicolas.chapados at gmail.com> wrote:
I am currently following the examples in the ebook "Portfolio Optimization with R/RMetrics" (by W?rtz et al.) and the example on p. 16 simply does not work. ?Here is what I get::
set.seed(1953) charvec <- format(timeCalendar(2008, sample(12,6))) data <- matrix(round(rnorm(6), 3)) t1 <- sort(timeSeries(data, charvec, units="A"))
Error in is.unsorted(x at positions, na.rm = na.rm) : ?1 argument passed to .Internal(is.unsorted) which requires 2 I'm using the latest binary R from CRAN (2.9.1) on Ubuntu 9.04, and all RMetrics packages installed from scratch yesterday. ?I just did an update.packages() as suggested on p. xiii of the ebook. ?So everything should be fresh as on CRAN (as of August 31st, 2009). ?For the record, here is the transcript I obtain after loading library(fPortfolio) immediately after starting R::
library(fPortfolio)
Loading required package: MASS Loading required package: timeDate Loading required package: timeSeries Loading required package: fBasics Loading required package: fCopulae Loading required package: sn Loading required package: mnormt Package 'sn', 0.4-12 (2009-03-21). Type 'help(SN)' for summary information Loading required package: adapt Loading required package: fAssets Loading required package: robustbase Attaching package: 'fAssets' ? ? ? ?The following object(s) are masked from package:fCopulae : ? ? ? ? .mvstFit Loading required package: quadprog Loading required package: Rglpk Loading required package: slam Attaching package: 'slam' ? ? ? ?The following object(s) are masked from package:timeSeries : ? ? ? ? colMeans, ? ? ? ? colSums ? ? ? ?The following object(s) are masked from package:base : ? ? ? ? colMeans, ? ? ? ? colSums, ? ? ? ? rowMeans, ? ? ? ? rowSums Using the GLPK callable library version 4.37 Loading required package: Rsymphony Warning message: 'DESCRIPTION' file has 'Encoding' field and re-encoding is not possible This error is somewhat bothersome, since the sorting functions are used in many places within RMetrics... Any help is greatly appreciated! Many thanks, + Nicolas Chapados
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