[R-SIG-Finance] [R-sig-finance] Example codes fPortfolio Package ?

[R@Nabble]

Thank you Diethelm. That did the trick (and kind of obvious, should have
tried myself), and I will have a look at those example files. Thanks for
creating this library which I'm currently learning and intend to use a lot.

R at N

Diethelm Wuertz wrote:
> 
> R at Nabble wrote:
>> Hello,
>>
>> I was wondering whether there are more code-examples available for the
>> above
>> package. In particular, I'm interested in applications whereby:
>>
>> 1) One can define per asset the minW, maxW constraints. 
>> (I tried ConstrLO = c("minW[1]=10","minW[2]=10","maxW[3]=15"), but I
>> guess
>> my interpretation of "vector of character strings" as described in the
>> manual for the input here is wrong).
>> 2) In addition to 1, add sector constraints (i.e. does one simply add it,
>> like ConstrLO = c("minW[1]=10","minW[2]=10","maxW[3]=15",
>> "minsumW[1:2]=50")
>> ???)
>>   
> Try just
> 
> c("minW[1]=0.10","minW[2]=0.10","maxW[3]=0.15") instead of 
> 
> 
> c("minW[1]=10","minW[2]=10","maxW[3]=15")
> 
> 
> I think this should be made more explicit in the help file.
> 
> Have you looked in the unit test directory where you find douzans of
> unit testing examples.
> 
> Diethelm
> 
> 
>> 3) One can add the benchmark portfolio within the analysis, in particular
>> as
>> a "dot" within the efficient frontier graph.
>> 4) Assuming leverage, how to show a move along the cap.mkt line?
>>
>> Any help/suggestions much appreciated.
>>
>> Thx,
>>
>> R at N
>>   
> 
> 
> -- 
> 
> PD Dr. Diethelm Wuertz
> Institute for Theoretical Physics
> Swiss Federal Institute of Technology
> 
> www.itp.phys.ethz.ch
> www.rmetrics.org
> 
> NOTE:
> Rmetrics Workshop: http://www.rmetrics.org/meielisalp.htm
> June 29th - July 3rd Meielisalp, Lake Thune, Switzerland
> 
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