similar to: Generic Functions

Dear List, I'm struggling with the signature writing cbind/rbind functions for a S4 class. First of all, I'm very happy that it is now possible to dispatch on ... I follow the example for "paste" in ?dotMethods, which works as far as this: ### start example setClass ("cbtest", representation = representation (data = "data.frame"),

Hello, I hesitate to call this a bug, because I could have forgotten something important, but the MarkowitzPortfolio example in fPortfolio does not work for me. Here's my code: > library(fPortfolio) > >xmpPortfolio("\nStart: Load monthly data set of returns > ") > data(berndtInvest) > # Exclude Date, Market and Interest Rate columns from data

Hi I have some problems to create severeal directories at the same time dir2 = "C:/00test000/test/test1" dir.create(dir2, showWarnings = TRUE, recursive = TRUE) It works in 2.6.2 but not in 2.7.0dev I use Windows, R 2.7.0 (2008-02-15 r44484) Best regards Dominik

Hello. I am trying to use the portfolio backtesting function in fPortfolio package, but I don't now why in my version of fPortfolio I don't have either the portfolioBactest nor the portfolioBacktesting functions. Does anybody knows what might be going on? thank you Felipe Parra [[alternative HTML version deleted]]

Hi I think I have asked these questions earlier, but I been able to find answers from the documentation (which I found poorly written in several places). Will someone be kind enough to give me answers and enlighten me? (as in explain with CODE?) I want to embed R in my application and use the fPortfolio package for carrying out risk management computations. Right now I'm reading the Rmetrics

Hi I''m trying to compile R packages on my vista (I''m very new on vista...). I installed Rtools, RExcel on a specific folder: c:\Rtools and gave full access. Unfortunately, I am still unable to compile any packages (may be still because of the security properties of vista). I checked several mailing list/forums/website but I did not found any solution. Does anybody have the

I'm trying to get a reference to this object in C SWX.RET[1:6,c("SBI,"SPI","SII")] While i am able to access and use a plain SWX.RET object, I'm getting confused on how to create an object with the array subscripts like above. Here is what I tried to do. It doesn't work because "[" is obviously not an operation or function on SWX.RET. So how do I

Hi I'm trying to implement something similar to the following R snippet using C. I seem to have hit the wall on accessing class slots using C. library(fPortfolio) lppData <- 100 * LPP2005.RET[, 1:6] ewSpec <- portfolioSpec() nAssets <- ncol(lppData) setWeights(ewSpec) <- rep(1/nAssets, times = nAssets) ewPortfolio <- feasiblePortfolio( data = lppData, spec = ewSpec,

Peter Zotov писал 09.01.2013 19:59: > Hello. > > I've managed to create a bitcode file (attached; also available at > [1]) which produces > a series of identical errors when verified: > > | Global variable initializer type does not match global variable > type! > | %i.NilClass* @nil > > When ran through llvm-dis and recompiled, through, it verifies >

Hello, I would like to do a portfolio optimization in R and I tried to use the function in "fPortfolio", but it appears there does not exist such function. Could anyone give me some advice? Many thanks -- View this message in context: http://www.nabble.com/fPortfolio-Package-tf4492927.html#a12813809 Sent from the R help mailing list archive at Nabble.com.

Dear All, I am using package fPortfolio to run minimum variance portfolio optimizations in R. I already know how to set portfolioSpecs, portfolio objects and constraints. Unfortunately I am not able to set the following type of constraints. I have a timeSeries object with returns data for roughly 1.5k assets for 261 subperiods (workingdays) and want to compute the global minimum variance

Hi, I am running R on Win 7. I got error for > listDescription(fPortfolio) Error: could not find function "listDescription" What do I need to install for solving this ? Any help will be appreciated. Thanks [[alternative HTML version deleted]]

Running R version 2.6.1 under Gentoo Linux and using the fPortfolio package, I am having trouble specifying a sector constraint. One of the constraints to be imposed is that assets 1 and 2 together account for no more than 13.63% of the portfolio. My attempt at coding that constraint, "maxsumW[1:2Assets]=13.63" fails. The relevant section of my code file and the resulting error

Hi I am unable to try out examples from the Rmetrics Ebook from the R command prompt. Below is an example of what happens: > Covariance<-cov(SWX.RET) Error in cov.timeSeries(SWX.RET) : no slot of name "Data" for this object of class "timeSeries" I have loaded Rmetrics and fPortfolio using the library function but still I get these errors. However, if I embed the R

After some testsing, I managed to get proper functionning - The schema.xml is attached below (quite different from the one provided on teh wiki) (in bold the core differences) (NGramFilterFactory is the class that replace the fts_squat "partial=3 full=15", everything else is just a big hammer to smash a tiny fly) - One need to remove the "managed-schema" file in the

I'm trying to find 50 portfolios on the efficient frontier using the Black-Litterman model but have not found a suitable method for doing so. I tried using the "portfoliosFrontier" function given in the package fPortfolio using the "optimalPortfolios.fPort" function on package "BLCOP" but does not provide satisfactory results -- View this message in context:

THen the Squat shall be maintained until the SOlr plugin is upgraded, as Squat does resolve the problem (fts, partial search, etc...) On 2018-12-05 12:20, Aki Tuomi wrote: > It seems we forgot to document that "break-imap-search" was dropped in v2.3. That has now been updated. > > Also Solr does not support prefix/substring search unless you configure solr to support it.

Hi there! I'm stuck with a problem aligning financial timeseries and haven't found a cue how to fix it... When I run that simple script, everything goes well until the "align"-command: ------ rm(list=ls()) x <- yahooSeries("^GDAXI") head(x) xAligned <- align(x = x, by = "1d", method = "before", include.weekends = FALSE) ------ Here's

Hello, it seems an mismatch of schema file provided by dovecot-2.3.5.2 [root at mail conf]# pwd /var/solr/data/dovecot/conf # Below solrconfig.xml is from Solr-8.0.0. [root at mail conf]# grep text_general solrconfig.xml <str name="queryAnalyzerFieldType">text_general</str> field types. Text content will be indexed as "text_general" as <str

Full_Name: Rene Locher Version: 2.7.2 Patched (2008-09-12 r46541) OS: XP Submission from: (NULL) (160.85.231.40) dat <- data.frame(event=factor(c("A","A","B")), time=as.POSIXct(c("2008-01-10","2008-01-01","2008-01-04"))) min(dat$time) ## "2008-01-01 CET" ## as expected