[R-sig-Finance] R-SIG-Finance Digest, Vol 26, Issue 9

[Kevin Ramoutar]

Hannu,
 
I hope I am replying using the proper protocol. Forgive me if I am not.
 
I also ran into the same problem your are having. After getting the Error in plot.fPFOLIO(object, ...) : could not find function
"interactivePlot"
 message.
 
I listed the objects in my workspace and noticed the following:
 
ls()
[1] "adjdata"     "gretldata"   "myportfolio" "plot.1"      "plot.2"     
[6] "plot.3"      "plot.4"      "plot.5"      "plot.6"
 
The objects "plot.1"      "plot.2"     
[6] "plot.3"      "plot.4"      "plot.5"      "plot.6" contain code for the plots.
 
If you use the following code you should be able to get the plots.
 
plot.1(myportfolio)
plot.2(myportfolio) etc.
 
where myportfolio contains the results of the frontierMarkowitz function.
 
Hope this helps.
 
Regards
Kevin

----- Original Message ----
From: r-sig-finance-request at stat.math.ethz.ch
To: r-sig-finance at stat.math.ethz.ch
Sent: Thursday, 13 July, 2006 6:00:04 AM
Subject: R-SIG-Finance Digest, Vol 26, Issue 9


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Today's Topics:

   1. frontierMarkowitz in fPortfolio (Hannu Kahra)
   2. Re: frontierMarkowitz in fPortfolio (Gabor Grothendieck)


----------------------------------------------------------------------

Message: 1
Date: Wed, 12 Jul 2006 15:12:11 +0300
From: "Hannu Kahra" <hkahra at gmail.com>
Subject: [R-sig-Finance] frontierMarkowitz in fPortfolio
To: R-SIG-Finance at stat.math.ethz.ch
Message-ID:
    <3d35a2ca0607120512x73328b54hd15651f15d8002e4 at mail.gmail.com>
Content-Type: text/plain

Hi,

I have been trying to plot the efficient frontier using frontierMarkowitz in
fPortfolio:

front <- frontierMarkowitz(returns, targetReturn=mean(returns),Rf=0.00403
,doplot=T,length=300,r.range=NULL,s.range=NULL,which="all")

Using summary(front) I get the numerical values of the efficient frontier,
but I also get the error message
Error in plot.fPFOLIO(object, ...) : could not find function
"interactivePlot"
I cannot get the plots.

It seems that somethins small but important must be missing. Any ideas?

Thanks in advance,
Hannu

    [[alternative HTML version deleted]]



------------------------------

Message: 2
Date: Wed, 12 Jul 2006 08:43:54 -0400
From: "Gabor Grothendieck" <ggrothendieck at gmail.com>
Subject: Re: [R-sig-Finance] frontierMarkowitz in fPortfolio
To: "Hannu Kahra" <hkahra at gmail.com>
Cc: R-SIG-Finance at stat.math.ethz.ch
Message-ID:
    <971536df0607120543g569d4ba2j3def803def0422ba at mail.gmail.com>
Content-Type: text/plain; charset=ISO-8859-1; format=flowed

Its in fExtremes.

On 7/12/06, Hannu Kahra <hkahra at gmail.com> wrote:
> Hi,
>
> I have been trying to plot the efficient frontier using frontierMarkowitz in
> fPortfolio:
>
> front <- frontierMarkowitz(returns, targetReturn=mean(returns),Rf=0.00403
> ,doplot=T,length=300,r.range=NULL,s.range=NULL,which="all")
>
> Using summary(front) I get the numerical values of the efficient frontier,
> but I also get the error message
> Error in plot.fPFOLIO(object, ...) : could not find function
> "interactivePlot"
> I cannot get the plots.
>
> It seems that somethins small but important must be missing. Any ideas?
>
> Thanks in advance,
> Hannu
>
>        [[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>



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End of R-SIG-Finance Digest, Vol 26, Issue 9