fPortfolio error
Bastian, The most probable the problem is on the data loading, as Carlos mentioned. Could you please run: library(fPortfolio) Data = as.timeSeries(data(LPP2005REC))[,1:6] str(Data) Spec = portfolioSpec() Constraints = "LongOnly" setNFrontierPoints(Spec) = 5 portfolioFrontier(Data, Spec, Constraints) and send us the output. Bests, Hebbertt On Tue, Nov 4, 2008 at 12:13 PM, Bastian Offermann
<bastian2507hk at yahoo.co.uk> wrote:
Hi Hebbertt, I have loaded the package via library(fPortfolio). But the error remains. Furthermore, the function portfolioStatistics is not installed though I would expect it to be included in fPortfolio. I have attached sessionInfo(). Maybe it provides further info to resolve the issue. Really strange... thanks. regards
sessionInfo()
R version 2.8.0 (2008-10-20) i386-pc-mingw32 locale: LC_COLLATE=German_Germany.1252;LC_CTYPE=German_Germany.1252;LC_MONETARY=German_Germany.1252;LC_NUMERIC=C;LC_TIME=German_Germany.1252 attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] fImport_270.74 fPortfolio_280.74 Rglpk_0.2-5 fAssets_280.74 fCopulae_270.74 [6] adapt_1.0-4 sn_0.4-6 mnormt_1.2-1 lattice_0.17-15 PerformanceAnalytics_0.9.7.1 [11] e1071_1.5-18 class_7.2-44 fBasics_280.74 timeSeries_280.77 timeDate_280.79 [16] fSeries_270.76.1 fCalendar_270.76 fEcofin_270.74 fUtilities_270.74 MASS_7.2-44 [21] robustbase_0.4-3 dynlm_0.2-1 car_1.2-9 lmtest_0.9-21 tseries_0.10-16 [26] zoo_1.5-4 quadprog_1.4-11 loaded via a namespace (and not attached): [1] grid_2.8.0 strucchange_1.3-4 tools_2.8.0 >