+ risk.col="ES", return.col="mean", chart.assets=FALSE)
Error in applyFUN(R = R, weights = wts, FUN = return.col) :
argument "arguments" is missing, with no default
In addition: Warning message:
In chart.RiskReward.optimize.portfolio.random(object = minSD.opt, :
mean or ES do not match extractStats output of $objective_measures slot
+ main="Min SD Optimization",
+ ylim=c(0, 0.0083), xlim=c(0, 0.06))
Error in applyFUN(R = R, weights = wts, FUN = return.col) :
argument "arguments" is missing, with no default
In addition: Warning message:
In chart.Scatter.RP(object = RP, risk.col = risk.col, return.col = return.col, :
mean or StdDev do not match extractStats output of $objective_measures slot
---------------------------------------------------------
Here a standard working example to check
---------------------------------------------------------
library(PortfolioAnalytics)
data(edhec)
returns <- edhec[, 1:6]
funds <- colnames(returns)
init.portfolio <- portfolio.spec(assets=funds)
print.default(init.portfolio)
init.portfolio <- add.constraint(portfolio = init.portfolio, type = "full_investment")
init.portfolio <- add.constraint(portfolio = init.portfolio, type = "long_only")
# Add objective for portfolio to minimize portfolio standard deviation
minSD.portfolio <- add.objective(portfolio=init.portfolio,
type="risk",
name="StdDev")
print(minSD.portfolio)
# Run the optimization for the minimum standard deviation portfolio
minSD.opt <- optimize.portfolio(R=returns, portfolio = minSD.portfolio,
optimize_method = "random", trace = TRUE)
print(minSD.opt)
PortfolioAnalytics::chart.RiskReward(object=minSD.opt,
risk.col="ES", return.col="mean", chart.assets=FALSE)
PortfolioAnalytics::extractWeights(minSD.opt)
PortfolioAnalytics::chart.Weights(minSD.opt)
plot(minSD.opt, risk.col="StdDev", chart.assets=F,
main="Min SD Optimization",
ylim=c(0, 0.0083), xlim=c(0, 0.06))
---------------------------------------------------------
My current configuration is: