search for: longonlyconstraints

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2011 Jan 25
0
Problems plotting the efficient frontier with fPortfolio
...Spec <- 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 = "Cov") Error en dimnames(x) <- dn : la longitud de 'dimnames' [1] no es igual a la extensión del arreglo and getting the error that appears. I also tried to do the same with the same data changing the solver to "solveRshortExact" and using the "Sh...