fPortfolio maxreturnPortfolio

Hi,

I've just upgraded package fPortfolio to v280.74. Funcion maxreturnPortfolio() does not seem to work, see example code below. Anyone using it? Maybe I'm using it incorrectly, but no examples are provided in the documentation. Any hint?

Best,

Enrique

Data <- as.timeSeries(data(smallcap.ts))
Data <- Data[, c("BKE", "GG", "GYMB", "KRON")]
Spec <- portfolioSpec()
setTargetRisk(Spec) <- 0.2
maxreturnPortfolio(data=Data, spec=Spec, constraints="LongOnly")

Error in eqsumWConstraints(data, spec, constraints) : 
  Target Return is Missing

sessionInfo()

R version 2.8.1 (2008-12-22) 
i386-pc-mingw32 

locale:
LC_COLLATE=Spanish_Spain.1252;LC_CTYPE=Spanish_Spain.1252;LC_MONETARY=Spanish_Spain.1252;LC_NUMERIC=C;LC_TIME=Spanish_Spain.1252

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] fPortfolio_280.74 Rglpk_0.2-7       quadprog_1.4-11   fAssets_280.74   
 [5] fCopulae_270.74   adapt_1.0-4       robustbase_0.4-3  sn_0.4-8         
 [9] mnormt_1.3-1      fBasics_280.74    timeSeries_290.79 timeDate_290.81  
[13] MASS_7.2-45      

loaded via a namespace (and not attached):
[1] tools_2.8.1


------------------------------
Date: Thu, 27 Nov 2008 12:43:53 -0800 (PST)
From: patzoul <patzoul at free.fr>
Subject: Re: [R-SIG-Finance] [R-sig-finance] fPortfolio target risk optimization?
To: r-sig-finance at stat.math.ethz.ch
Message-ID: <20725348.post at talk.nabble.com>


The function "maxreturnPortfolio" is in fPortfolio v280.74.

Many thanks Hugh and Thomas for your answers. I realize that return
maximization is a harder numerical problem than risk minimization, so my
thought was doing something along the lines of Thomas' search suggestion.
Just wondered if that was not already programmed into the package. Your
answers were very useful.

patzoul, I cannot find function "maxreturnPortfolio" in fPortfolio
v260.72, where have you seen it? A more recent version of fPortfolio?

Best,

Enrique