search for: eqsumwconstraints

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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...