[R-SIG-Finance] fPortfolio, frontierSlider, weightsSlider

[John P. Burkett]

The package fPortfolio, when I used it a year ago, included a function 
frontierSlider, which worked well for me.  Judging by the April 20, 2009 
reference manual for fPortfolio, the old frontierSlider function has 
been replaced by a new weightsSlider function.

My attempt to follow the example on p. 57 of the reference manual goes 
as follows:
 > Data = SMALLCAP.RET
 > Data = Data[, c("BKE", "GG", "GYMB", "KRON")]
 > frontier = portfolioFrontier(Data)
 > weightsSlider(frontier)
Error in getTargetRisk(object)[, 1] : incorrect number of dimensions

My attempts to use weightsSlider with my own data end with the same 
error message.

Can anyone diagnosis the error message and/or suggest how to produce an 
interactive portfolio weights plot?

-John


-- 
John P. Burkett
Department of Economics
University of Rhode Island
Kingston, RI 02881-0808
USA

phone (401) 874-9195