Luis Felipe Parra
2011-Jan-25 08:46 UTC
[R] Problems plotting the efficient frontier with fPortfolio
Hello, I have some simulations of financial data, I have 17 variables simulated 1000 times to three horizons. I am tring to plot the efficient frontier which I already obtained using th fPortfolio package. I am using the following commands: Data=timeSeries(X[1,,]) lppSpec <- portfolioSpec() longFrontier <- portfolioFrontier(Data, lppSpec) plot(longFrontier) Selección: 1 Error en dimnames(x) <- dn : la longitud de 'dimnames' [1] no es igual a la extensión del arreglo> tailoredFrontierPlot(object = longFrontier, mText = "MV Portfolio -LongOnlyConstraints",risk = "Cov") Error en dimnames(x) <- dn : la longitud de 'dimnames' [1] no es igual a la extensión del arreglo and getting the error that appears. I also tried to do the same with the same data changing the solver to "solveRshortExact" and using the "Short" constraints and got the same error. Does anybody know what might be going on? Thank you [[alternative HTML version deleted]]