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Hi I am looking to perform a discrete mean-variance optimisation, specifically to maximise the ratio of portfolio mean over portfolio standard deviation for a portfolio of several hundred stocks through discrete position size holdings in each stock, where all position sizes must be elements of a small finite set of integer amounts which include zero. I don't think any of the standard R

Hi I am looking to perform a discrete mean-variance optimisation, specifically to maximise the ratio of portfolio mean over portfolio standard deviation for a portfolio of several hundred stocks through discrete position size holdings in each stock, where all position sizes must be elements of a small finite set of integer amounts which include zero. I don't think any of the standard R

Hi Ansely, As Jim points out we really need some sample data to go with the code. Have a look at ?dput which is the best way to supply sample data here or have a look at http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example and/or http://adv-r.had.co.nz/Reproducibility.html for some general suggestions on asking questions here---including discussions of using

Hello, *Error in tx %*% comb : non-conformable arguments* Suggestions greatly appreciated. I am a beginner and this is my first time posting. I would like to get the summary for indicator species analysis, using package indicspecies with multipatt. I am getting errors, I believe, do to my data organization. After reorganizing and reorganizing, nothing has helped. > data<-