similar to: RExcel issues

> On Mar 1, 2018, at 2:02 PM, Michael Ashton <m.ashton at enduringinvestments.com> wrote: > > Hi - > > For a while I've used RExcel without problems to run a repeating portfolio optimization problem where I solve for a portfolio allocation targeting a particular risk, then solve for a different risk, etc. I call the commands with (e.g.) rinterface.Rrun "(R

Hi ? This is giving me a headache. I?m trying to do a relatively simple optimization ? actually trying to approximate the output from the Excel Solver function but at roughly 1000x the speed. ? The optimization parameters look like this. The only trouble is that I want to add a constraint that sum(wgt.vect)=1, and I can?t figure out how to do that in optim. Mo.vect <-

Dear R-help, Call RInterface.StartRServer ' Works fine Call RInterface.RRun("objects()") ' Works fine Call Rinterface.RRun( other R commands which do not generate errors, the demos etc ) ' Works fine But ... Call RInterface.RRun("doesnotexist") ' Sends Excel into endless loop it appears After about 90 seconds a dialog box appears "Microsoft

Thanks Bert. But everyone on that forum wants to use finance tools rather than general optimization stuff! And I am not optimizing a traditional Markowitz mean-variance problem. Plus, smarter people here. :-) > On May 3, 2018, at 3:01 PM, Bert Gunter <bgunter.4567 at gmail.com> wrote: > > You can't -- at least as I read the docs for ?optim (but I'm pretty > ignorant

Hello thankful R friends, Can I use iteration (for) or conditional (if) syntax in rexcel using rrun? I've finished coding my program and want to run through Excel. I just want to run such as Call rinterface.RRun("for(i in 1:10){") Call rinterface.RRun("a[i,1]<-i") Call rinterface.RRun("}") But it doesn't work. Any solution or trick to use "for"

Hi, I'm using R-2.8.1 for windows. I wrote a script calls the RODBC package to run sql queries against an oracle database. It runs fine when run from the rconsole and returns a data.frame with a summary for a set of experiments. I want to run this script using the rinterface.RunRFile command in an excel plugin, using the rexcel package. When I run the code from my excel plugin I

Fascinating. The script runs fine in 3.2.5, but won't run in 3.4.3 even with ALL lines commented out. I have no idea what that means. I can't imagine I found a 3.4.3 bug no one knows about. Michael Ashton, CFA Managing Principal Enduring Investments LLC W: 973.457.4602 C: 551.655.8006 -----Original Message----- From: Duncan Murdoch [mailto:murdoch.duncan at gmail.com] Sent: Friday,

On Thu, May 3, 2018 at 2:03 PM, Michael Ashton <m.ashton at enduringinvestments.com> wrote: > Thanks Bert. But everyone on that forum wants to use finance tools rather than general optimization stuff! And I am not optimizing a traditional Markowitz mean-variance problem. Plus, smarter people here. :-) > I'm very confused by these statements. Most of the "finance tools"

You can't -- at least as I read the docs for ?optim (but I'm pretty ignorant about this, so maybe there's a way to tweak it so you can). See here: https://cran.r-project.org/web/views/Optimization.html for other R optimization capabilities. Also, given your credentials, the r-sig-finance list might be a better place for you to post your query. Cheers, Bert Bert Gunter

Hi Michael, A few comments 1. To add the constraint sum(wgt.vect=1) you would use the method of Lagrange multipliers. What this means is that in addition to the w_i (the components of the weight variables) you would add an additional variable, call it lambda. Then you would modify your optim.fun() function to add the term lambda * (sum(wgt.vect - 1) 2. Are you sure that you have defined

Dear all I use ggplot2 extensively for my plotting routines and rexcel to have the best of two worlds. (RExcel v 1.75 and R (D)Com v. 2.5) I can run my ggplot functions, such as qplot(...), in scratchpad mode, but not in Macro nor Worksheet functions mode. I have tried the following in Macro mode: Call RInterface.RRun("library(ggplot2)") ... Call

Hi, I am running a test to call an R script with in excel using VBA. My VBA code is shown bellow. The middle section of this mail also includes the content of my Rscript. The bottom part shows the error message form the R console. It seems that Excel is opening the R console without any problems. The problem I am seeing is that Rinterface.RRun instruction is interpreting the "\T"

hello all i have a quick question. i have been using the RODBC library (trying to read Excel data into R but i am doing this by using Rexcel. this is probably not the correct forum - sorry for this). my code is shown below: Sub A() 'start the connection to R Call RInterface.StartRServer RInterface.RRun "library(RODBC)" RInterface.RRun "A =

Hi I want to implement Egarch (1,1) with t distribution model using RExcel and VBA. May I know the syntax. Following is the code that I 'm using. rinterface.RRun "spec=ugarchspec(variance.model=list(model=(eGARCH),garchOrder=c(1,1)), mean.model=list(armaOrder=c(1,1), arfima=FALSE), distribution.model=(std))" rinterface.RRun "fit = ugarchfit(Data = b, spec = spec)"

Hi - Think this is quick help. Not sure how to trap what is causing my simple script to run fine in R, but fail immediately when called from rscript. I can put all sorts of traps in the script itself, but when called from the command line the r window simply flashes and closes. There's probably a way to find out why rscript is failing, but I don't know it and can't seem to find it

I don't think it's the path or the slashes. I run other files in this same manner, with the same path to the script itself, and they go off without a hitch. Although this is the first time I am using 3.4.3, and the only script I am using that version of R for at the moment. Having said that, I did TRY reversing the slashes and got the same result. :-) Michael Ashton, CFA Managing

On 2/2/2018 4:52 AM, Michael Ashton wrote: > Hi - Think this is quick help. Not sure how to trap what is causing my simple script to run fine in R, but fail immediately when called from rscript. I can put all sorts of traps in the script itself, but when called from the command line the r window simply flashes and closes. > > There's probably a way to find out why rscript is failing,

On 02/02/2018 8:20 AM, Michael Ashton wrote: > I don't think it's the path or the slashes. I run other files in this same manner, with the same path to the script itself, and they go off without a hitch. Although this is the first time I am using 3.4.3, and the only script I am using that version of R for at the moment. > > Having said that, I did TRY reversing the slashes and

When I run a macro that uses RExcel, I get a dialog box that says "Microsoft Excel is waiting for another application to complete an OLE action." There is no error in the RExcel commands in the macro, of that I am sure. The box appears to be related to the inclusion of RunRFile commands. The macro will run through the second RunRFile command, but will not execute the

Hello, I must tell you once again to address your questions to r-help at r-project.org And since there was no subject line, I've made up one. Your question seems to be a question about excel, and I really can't help you. Maybe someone else can. But if you write.table(etszP) can't you read that file into excel? Rui Barradas Em 22-08-2013 15:57, siddhartha.geddam at eclerx.com