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error in tangencyPortfolio when Short
4 messages · BearXu, Brian G. Peterson
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BearXu wrote:
I also tried setSolver= ?solveRshortExact? but fail too. 2009/4/17 BearXu <bearxu83 at gmail.com>
Oh, a typo.
There is NO problem when I use "LongOnly"
2009/4/17 BearXu <bearxu83 at gmail.com>
When I was forming a portfolio in fPortfolio.
I set:
Constraints=?Short?
setSolver= ?solveRquadprog?
tg=tangencyPortfolio(tt, Spec, Constraints)
then get an error:
Error in .rquadprog(Dmat = args$Dmat, dvec = args$dvec, Amat = args$Amat,
:
NA/NaN/Inf in foreign function call (arg 8)
If I use "LongOnly", there is NO problem?
who can help me to fix it?thanks
You haven't provided a reproducible example per the posting guidelines. While you provide your code, you have not provided the data set that produces the error. Perhaps in the name of self-sufficiency you should also learn to use the R "debug" command, so that you can report where in the function it breaks. Regards, - Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock