[Rd] Help with fPortfolio
Yohan Chalabi
chalabi at phys.ethz.ch
Wed Nov 11 11:57:12 CET 2009
>>>> "AB" == Abhijit Bera <abhibera at gmail.com>
>>>> on Wed, 11 Nov 2009 15:34:50 +0500
Hi Abhijit,
Please note that cross-posting is considered to be impolite.
AB> I'm getting the following errors while using the
AB> efficientPortfolio function
AB> even though I'm setting the target return to the mean of the
AB> TargetReturn I
AB> obtain from the portfolio object created by the
AB> feasiblePortfolio function.
AB>
AB> First Error:
AB> Error: targetReturn >= min(mu) is not TRUE
As stated by the error message, the target return should be larger
or equal to the minimum return of your time series.
AB>
AB> Second Error:
AB> Error in .rquadprog(Dmat = args, dvec = args, Amat = args, :
AB>
AB> NA/NaN/Inf in foreign function call (arg 8)
HTH,
Yohan
--
PhD candidate
Swiss Federal Institute of Technology
Zurich
www.ethz.ch
More information about the R-devel
mailing list