[R-SIG-Finance] fPortfolio error

[Hebbertt Soares]

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     >
>
>
>