steland@euv-frankfurt-o.de
1999-Nov-27 10:30 UTC
portfolio.optim.default, Packages tseries quadprog (PR#348)
Full_Name: Ansgar Steland
Version: 0.90.0
OS: Linux 6.1 FreeBSD 3.2
Submission from: (NULL) (62.104.196.10)
Dear R Team,
Yesterday I downloaded R 0.90.0 and the current versions of some
packages (tseries, quadprog,...).
I had no problems to build the program using FreeBSD 3.2 and SuSe Linux 6.1.
I also re-build all packages required by tseries.
I checked out portfolio.optim (package: tseries).
It crashed under FreeBSD 3.2 and SuSe Linux 6.1.
(More precisely, the example in the documentation of portfolio.optim crashed.)
Simply reinstalling R 0.65.0 fixed the problem! Now the example works.
I suppose there is a problem with the code of the solve.QP function
of the package quadprog.
Perhaps it uses internal R functions whose argument lists have changed or sthg.
like this, I don't know.
Below you find some output.
Output for R 0.90.0 (OS: SuSe Linux 6.1):
-----------------------------------------
R : Copyright 1999, The R Development Core Team
Version 0.90.0 (November 22, 1999)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type "?license" or "?licence" for distribution details.
R is a collaborative project with many contributors.
Type "?contributors" for a list.
Type "demo()" for some demos, "help()" for on-line help,
or
"help.start()" for a HTML browser interface to help.
Type "q()" to quit R.
> library(tseries)
Loading required package: ts
This is a preliminary time series package for R
See `library(help=ts)' for details.
> x <- rnorm (1000)
> dim(x) <- c(500,2)
> res <- portfolio.optim (x)
Segmentation fault
ansgar@alpha:~ > res$pw
Output after 'cd R-0.65.0; make install':
-----------------------------------------
R : Copyright 1999, The R Development Core Team
Version 0.65.0 (August 27, 1999)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type "?license" or "?licence" for distribution details.
R is a collaborative project with many contributors.
Type "?contributors" for a list.
Type "demo()" for some demos, "help()" for on-line help,
or
"help.start()" for a HTML browser interface to help.
Type "q()" to quit R.
> library(tseries)
Loading required package: ts
This is a preliminary time series package for R 0.65
See `library(help=ts)' for details.
> x <- rnorm (1000)
> dim(x) <- c(500,2)
> res <- portfolio.optim (x)
> res$pw
[1] 0.5 0.5>
------------------------------------------------------------------
Hope this report helps the R developers.
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Prof Brian D Ripley
1999-Nov-27 13:37 UTC
portfolio.optim.default, Packages tseries quadprog (PR#348)
This problem is not to do with quadprog nor tseries but rbind. It is already solved in the current R-release snapshot, and if you need this to work under 0.90.0, I suggest you download the current daily snapshot and build that. On Sat, 27 Nov 1999 steland@euv-frankfurt-o.de wrote:> Full_Name: Ansgar Steland > Version: 0.90.0 > OS: Linux 6.1 FreeBSD 3.2 > Submission from: (NULL) (62.104.196.10) > > > Yesterday I downloaded R 0.90.0 and the current versions of some > packages (tseries, quadprog,...). > I had no problems to build the program using FreeBSD 3.2 and SuSe Linux 6.1. > I also re-build all packages required by tseries. > > > I checked out portfolio.optim (package: tseries). > It crashed under FreeBSD 3.2 and SuSe Linux 6.1. > (More precisely, the example in the documentation of portfolio.optim crashed.) > > Simply reinstalling R 0.65.0 fixed the problem! Now the example works. > > I suppose there is a problem with the code of the solve.QP function > of the package quadprog. > Perhaps it uses internal R functions whose argument lists have changed or sthg. > like this, I don't know.[...] -- Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._