Displaying 1 result from an estimated 1 matches for "longfrontier".
2011 Jan 25
0
Problems plotting the efficient frontier with fPortfolio
Hello, I have some simulations of financial data, I have 17 variables
simulated 1000 times to three horizons. I am tring to plot the efficient
frontier which I already obtained using th fPortfolio package. I am using
the following commands:
Data=timeSeries(X[1,,])
lppSpec <- portfolioSpec()
longFrontier <- portfolioFrontier(Data, lppSpec)
plot(longFrontier)
Selección: 1
Error en dimnames(x) <- dn :
la longitud de 'dimnames' [1] no es igual a la extensión del arreglo
> tailoredFrontierPlot(object = longFrontier, mText = "MV Portfolio -
LongOnlyConstraints",risk = "...