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gen2
2010 Jan 21
0
fPortfolio prob: maxreturnPortfolio() returns Na/NaN/Inf error
...in the routine eqsumWConstraints within .rquadprogArguments. Specifically, when that routine calls
ceq <- c(Return = targetReturn, Budget = -1)
it produces
> ceq
Return Budget
NA -1
And that NA causes .rquadprog to spew, I think, when it reaches the line
optim = .Fortran("qpgen2", as.double(Dmat), dvec = as.double(dvec),
as.integer(n), as.integer(n), sol = as.double(rep(0,
n)), crval = as.double(0), as.double(Amat), as.double(bvec),
as.integer(n), as.integer(q), as.integer(meq), iact = as.integer(rep(0,
q)), nact = as.integer(0)...