[R-SIG-Finance] How to feed minvariancePortfolio with ones own covariance matrix (sigma) and means (mu)

[me at censix.com]

Hi

I have been trying to use some of the efficient frontier functions (in
package fPortfolio) but I need to feed them with my own sigma (covariance
matrix) and mu (vecor of return means) since the source timeseries that
are usually passed as an argument to these functions are not available to
me. (sigma will approximately be a 500x500 matrix).

minvariancePortfolio()
maxreturnPortfolio()
portfolioFrontier()

After looking at the definitions of these functions it is still unclear to
me how to do this. It seems that I need to create an object of class
"fPFOLIODATA" using my own sigma and mu and then feed that object into the
functions above.

Any help on how to do this best is highly appreciated

Cheers

Soren