R devel - Nov 1999 - 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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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

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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:
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_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._