[R-SIG-Finance] fPortfolio error

[Bastian Offermann]

I have done as Carlos said. If you do not load the "fSeries" package it 
works. Thanks for your input.

Regards

Hebbertt Soares schrieb:
> 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     >
>>
>>
>>
>>     
>
>
>