[R-SIG-Finance] [R-sig-finance] error with maxreturnPortfolio

[patzoul]

I want to optimize a portfolio based on a target level of risk. When I run
the commands below I get an error message saying that the Target Return is
missing. 

What am I doing wrong?
Side question: what is the unit of TargetRisk?

library(TTR) 
library(zoo) 
suppressMessages(library(fPortfolio)) 

syms <- c("^STOXX50E", "^GSPC", "^N225", "EEM", "AGG", "GSG") 
X <- getYahooData(syms[1], start=20070601, quiet=TRUE) 
X <- zoo( X$Close, X$Date ) 

for (i in 2:6){ 
	print(syms[i])
	x <- getYahooData(syms[i], start=20070601, quiet=TRUE)
	X <- cbind(X, zoo(x$Close, x$Date))
	}
plot(X)
colnames(X) <- syms 
myReturns <- as.timeSeries(returns(X, percentage = TRUE))
Spec = portfolioSpec()
setOptimize(Spec) = "maxReturn"
setTargetRisk(Spec) = 10
Constraints = "LongOnly"

Ptf = maxreturnPortfolio(myReturns, Spec, Constraints) 
weightsLinePlot(Ptf)


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