Displaying 1 result from an estimated 1 matches for "eqsumwconstraints".
2010 Jan 21
0
fPortfolio prob: maxreturnPortfolio() returns Na/NaN/Inf error
...the weights, and it works fine.
When I run maxreturnPortfolio(mydata,myspec,"LongOnly"), however, I get
Error in .rquadprog(Dmat = args$Dmat, dvec = args$dvec, Amat = args$Amat, :
NA/NaN/Inf in foreign function call (arg 8)
Troubleshooting, it appears to be occurring in the routine eqsumWConstraints within .rquadprogArguments. Specifically, when that routine calls
ceq <- c(Return = targetReturn, Budget = -1)
it produces
> ceq
Return Budget
NA -1
And that NA causes .rquadprog to spew, I think, when it reaches the line
optim = .Fortran("qpgen2", as.double(Dmat), d...