[R-sig-finance] MarkowitzPortfolio Package

[L.Isella]

Dear All,
I am also interested in the problem of portfolio optimization.
Leaving aside for a while the theoretical discussions, I am practising with the MarkowitzPortfolio package in Rmetrics.
The portfolioMarkowitz routine has a bug still present in the version I installed on a Windows machine today.
I was suggested how to fix it some months ago by changing a line in the code (on a Linux machine at the time).
Can I use the same approach on Windows machine?
Then, the montecarloMarkowitz can be used to generate a number of random portfolios.
But how are they actually generated? Can they be of any use to work out the resampled efficient frontier?
Finally, how can one access the data used to generate them? I cannot find where and how they are saved.
Thanks in advance

Lorenzo