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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 - Long...