Displaying 2 results from an estimated 2 matches for "tangencyportfolio".
2011 Jul 10
1
Code Help
...ot find function "minvariancePortfolio"
> cmlp = tangencyPoints(Frontier, pch = 19, col = "blue")
Error: could not find function "tangencyPoints"
> cml = tangencyLines(Frontier, col = "blue")
Error: could not find function "tangencyLines"
> tangencyPortfolio(PData)
Error: could not find function "tangencyPortfolio"
> ew = equalWeightsPoints(Frontier, pch = 15, col = "green")
Error: could not find function "equalWeightsPoints"
> sap = singleAssetPoints(Frontier, pch = 25, cex = 2.0, col =
> topo.colors(8))
Error: c...
2013 Jan 06
0
fPortfolio-portfolio optimization
...at, verbose = FALSE, ...)
attr(Sigma, "lambda.var") <- NULL
attr(Sigma, "lambda.var.estimated") <- NULL
list(mu = mu, Sigma = Sigma)
}
portfolio1=portfolioSpec()
a=ts(ret.mat[(1:60),(1:n.assets)])
setEstimator(portfolio1)="myEstimator"
portfolio2=tangencyPortfolio(data=a, spec=portfolio1)
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