[R] Code Help

finguy bball3brian at hotmail.com
Sun Jul 10 21:32:30 CEST 2011


Am I missing a Package? I'm not sure why is won't read the functions. Any
help is much appreciated.

> PData = Data[,3:10] 
> Spec = portfolioSpec()
Error: could not find function "portfolioSpec"
> setTargetReturn(Spec) = mean(colMeans(PData))
Error in setTargetReturn(Spec) = mean(colMeans(PData)) : 
  object 'Spec' not found
> Constraints = "LongOnly"
> efficientPortfolio(PData, Spec, Constraints)
Error: could not find function "efficientPortfolio"
> Frontier = portfolioFrontier(PData)
Error: could not find function "portfolioFrontier"
> frontierPlot(Frontier, col = c("orange", "orange"), pch = 19)
Error: could not find function "frontierPlot"
> minvarport = minvariancePoints(Frontier, pch = 19, col = "red")
Error: could not find function "minvariancePoints"
> minvariancePortfolio(PData)
Error: could not 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: could not find function "singleAssetPoints"


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