[R-SIG-Finance] fPortfolio problems and question

[i2000 at go2.pl]

Hello
I have problems with functions calculating Portfolio

I created a sample data:
An object of class “timeSeries”
Slot "Data":
                   V1          V2
1970-01-01 -0.2765348 2.514018406
1970-01-02 -2.0271939 0.007694128
1970-01-03 -0.5272612 0.620621476
1970-01-04  1.3828997 0.875798234

Slot "positions":
[1] "1970-01-01" "1970-01-02" "1970-01-03" "1970-01-04"
attr(,"control")
FinCenter
    "GMT"

Slot "format":
[1] "%Y-%m-%d"

Slot "FinCenter":
[1] "GMT"

Slot "units":
[1] "V1" "V2"

Slot "recordIDs":
NULL data frame with 0 rows

Slot "title":
[1] "Time Series Object"

Slot "documentation":
[1] "Fri Nov  2 15:37:08 2007"

but
e.g
feasiblePortfolio ,cmlPortfolio tangencyPortfolio
returns
Title:
 Error in cat(getTitle(object), "\n") : could not find function "getTitle"



minvariancePortfolio returns the minimum variance portfolio,
efficientPortfolio returns
Error: is.numeric(targetReturn) is not TRUE

2. In rPortfolio manual is described MarkovitzPortfolio function which 
seems to be absent in fPortfolio. I guess it was replaced by other 
functions?

sincerely
Grzegorz Rogowski