search for: longon

...ssing class slots using C. library(fPortfolio) lppData <- 100 * LPP2005.RET[, 1:6] ewSpec <- portfolioSpec() nAssets <- ncol(lppData) setWeights(ewSpec) <- rep(1/nAssets, times = nAssets) ewPortfolio <- feasiblePortfolio( data = lppData, spec = ewSpec, constraints = "LongOnly") ewSpec is an object of type Portfolio Spec which has the following slots: model slot type = "MV" a string value optimize = "minRisk" a string value estimator = "covEstimator" a function name tailRisk = list()...

Hi - First posting here. I am using fPortfolio to try and optimize a simple portfolio consisting of 5 daily return series. I want to maximize return subject to setTargetRisk(myspec)=0.08 using only constraints="LongOnly" I can run feasiblePortfolio() using a spec file that specifies 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 c...

...s much appreciated. > 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"),...

...g as fail over BDC for the local domain) We have been running various fail-over scenairos in our lab for the last month. Our only password backend option is tdbsam (no LDAP backend approved). When we disconnected the PDC from the network, the BDC continued to authenticate users, allow logons, run longon scripts, etc. We were pleased to discover that tests to create/update/add/delete various user and machine accounts produced an error message and didn't allow changes on the BDC's (read only) SAM (no rsync overwrite issues). The remaining questions: are client systems also locked out of th...