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appdata
2009 Sep 29
3
How do I access class slots from C?
Hi
I'm trying to implement something similar to the following R snippet using
C. I seem to have hit the wall on accessing 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 S...