[R] RExcel issues
m.ashton at enduringinvestments.com
Thu Mar 1 23:02:55 CET 2018
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 command)"
Recently that macro started blowing up, returning #RErrors, and when I try to trace the error I find that it is some kind of OLE error. I can't seem to find anything about it online and it's hard to replicate for someone else since you'd have to have my installation and my spreadsheet.
But I thought I'd ask the community and see if anyone else has had this problem recently with Rexcel. I'm calling solnp from within the RRun command, but again...it worked for a long time and I don't think it's the inputs that are wonky. Perhaps an update of R was incompatible with Rexcel? I've updated Rexcel to 3.2.16 but it made no difference.
Any suggestions of what to try will be warmly entertained!
Michael Ashton, CFA
Enduring Investments LLC
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