Displaying 2 results from an estimated 2 matches for "frontierplot".
2011 Jul 10
1
Code Help
...a)) :
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 function "frontierPlot"
> minvarport = minvariancePoints(Frontier, pch = 19, col = "red")
Error: could not find function "minvariancePoints"
> minvariancePortfolio(PData)
E...
2010 Feb 03
0
About the risk code in the fportfolio package
...uot;GM", "LSE", "MF", "SP500", "NASDAQ", "JPM")]
d = as.timeSeries(Data)
class(d)
Spec = portfolioSpec()
setNFrontierPoints(Spec) = 1000
setRiskFreeRate(Spec) = 3
Constraints = "both"
Frontier = portfolioFrontier(d, Spec, Constraints)
frontierPlot(Frontier, pch = 19, col = c("black", "grey"), add = FALSE,
labels = TRUE,
return = c("mean"), risk = c("Cov"), auto = TRUE, title = TRUE)
~~~~~~~~~~
About the frontier...