search for: minw

...<- merge(LUTAX, PFODX,BRGAX,GFAFX,NMSAX,EGINX,IPOYX,SCWFX,FGLDX,PAGEX,all=F) data <- as.timeSeries(portfolio_returns) #Optimisation portfolio library(fPortfolio) spec <- portfolioSpec() setNFrontierPoints <- 25 setSolver(spec) <- "solveRquadprog" constraints <- c("minW[1:1]=0.12","maxW[1:1]=0.18","minW[2:2]=0.12","maxW[2:2]=0.18", "minW[3:3]=0.10","maxW[3:3]=0.15","minW[4:4]=0.08","maxW[4:4]=0.12", "minW[5:5]=0.08","maxW[5:5]=0.12","minW[6:6]=0.05","max...

...) modes <- diff (diff (modes$y) / abs (diff (modes$y))) modes <- rep(1, length(modes))[modes==-2] modes <- sum (modes) return (modes) } hcrit <- function (x, n, e=.0001) # Returns the minimal window width such that the kernel density estimate # of x has n modes. { minw <- min (abs (diff (x))) maxw <- (max (x) - min (x))/2 winN <- maxw winN1 <- minw while (abs(winN-winN1)>e) { modes <- nbmodes (x, winN) winN1 <- winN if (modes > n) { minw <- winN winN <- (winN + maxw)/2...

...on of my code file and the resulting error message are pasted below. Suggestions about how to correct my coding would be most welcome. *************Code beings here************************ Data = as.timeSeries(Jdata) Spec = portfolioSpec() setNFrontierPoints(Spec) = 150 Spec Constraint = c("minW[1:nAssets]=0", "maxsumW[1:2Assets]=13.63") frontier = portfolioFrontier(Data, Spec, Constraint) **************Error message begins here*************** Error in parse(text = constraints[i]) : unexpected symbol in "maxsumW[1:2Assets" **************Error message ends here**...

Hello. I don't understand a particular output of portfolio.optim (tseries). I have 4 assets and the portfolio.optim returns an asset with weight equals to zero. If I do a portfolio.optim with 3 assets, without the asset with weight equals to zero, it returns a completely different result. That's I would expected the same weights as the run with 4 assets. Below the code. Thanks in

...r: Well, I don't know. The constraints seem good since I would be able to construct an equal-weighted portfolio that satisfies all of them (e.g. with 5% in each asset). 4. Reproducible example: library(fPortfolio) # Data data <- SMALLCAP[, 1:20] # Constraints box.1 <- paste0("minW[1:nAssets] = ", 0) box.2 <- paste0("maxW[1:nAssets] = ", 0.10) box.3 <- "maxsumW[1:nAssets] = 1" box.4 <- "minsumW[1:nAssets] = 1" boxConstraints <- c(box.1, box.2, box.3, box.4) # Portfolio Specs Spec <- portfolioSpec() # Calculate MinVar Portfol...

...size). TopLevelWindow#set_min_size + + *set_min_size*(%(arg-type)Size% size) + +A simpler interface for setting the size hints than +"set_size_hints":#TopLevelWindow_setsizehints. + +h3(#TopLevelWindow_setsizehints). TopLevelWindow#set_size_hints + + *set_size_hints*(%(arg-type)Integer% minW, %(arg-type)Integer% minH, %(arg-type)Integer% maxW=-1, + %(arg-type)Integer% maxH=-1, + %(arg-type)Integer% incW=-1, + %(arg-type)Integer% incH=-1) + + *set_size_hints*(%(arg-type)Size% minSize, %(arg-type)Size% maxSize=DefaultSize, +...

...ram int -&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp * \param int -&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp * \param int -&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp&nbsp*/ - virtual void SetSizeHints( int minW, int minH, - int maxW = wxDefaultCoord, int maxH = wxDefaultCoord, - int incW = wxDefaultCoord, int incH = wxDefaultCoord ); </del><ins>+ virtual void SetSizeHints( int minW, int minH, +&nbsp&nbsp&nbsp&nbsp&amp...

...s="lines">@@ -2466,7 +2463,7 @@ </span><span class="cx"> </span><span class="cx"> h3(#Window_setsizehints). Window#set_size_hints </span><span class="cx"> </span><del>- *set_size_hints*(%(arg-type)Integer% minW, %(arg-type)Integer% minH, %(arg-type)Integer% maxW=-1, </del><ins>+ *set_size_hints*(%(arg-type)Integer% minW, %(arg-type)Integer% minH, %(arg-type)Integer% maxW=-1, </ins><span class="cx"> %(arg-type)Integer% maxH=-1, </span><span...

I am new to ROR, i need to setup ROR on my ubuntu machine. can u give some steps to follow for ROR? or some effective tutorials link to setup this? -- You received this message because you are subscribed to the Google Groups "Ruby on Rails: Talk" group. To view this discussion on the web visit https://groups.google.com/d/msg/rubyonrails-talk/-/ciRx6txsgY4J. To post to this group, send