Displaying 2 results from an estimated 2 matches for "efficientportfolio".
2011 Jul 10
1
Code Help
...> PData = Data[,3:10]
> Spec = portfolioSpec()
Error: could not find function "portfolioSpec"
> setTargetReturn(Spec) = mean(colMeans(PData))
Error in setTargetReturn(Spec) = mean(colMeans(PData)) :
object 'Spec' not found
> Constraints = "LongOnly"
> efficientPortfolio(PData, Spec, Constraints)
Error: could not find function "efficientPortfolio"
> Frontier = portfolioFrontier(PData)
Error: could not find function "portfolioFrontier"
> frontierPlot(Frontier, col = c("orange", "orange"), pch = 19)
Error: could not find...
2009 Nov 11
1
Help with fPortfolio
Hi
I'm getting the following errors while using the efficientPortfolio function
even though I'm setting the target return to the mean of the TargetReturn I
obtain from the portfolio object created by the feasiblePortfolio function.
First Error:
Error: targetReturn >= min(mu) is not TRUE
Second Error:
Error in .rquadprog(Dmat = args$Dmat, dvec = args$dvec, Ama...