[R-SIG-Finance] Regression in fPortfolio? Sorting by date does not work...

[Andrew Ellis]

Hi Nicholas,

we are unable to reproduce this. Could you please give me the output from

sessionInfo()

Thanks,
Andrew

PS. Btw, R 2.9.2 should be available for Ubuntu as Sep 1

On Tue, Sep 1, 2009 at 4:35 PM, Nicolas
Chapados<nicolas.chapados at gmail.com> wrote:
> I am currently following the examples in the ebook "Portfolio
> Optimization with R/RMetrics" (by Würtz et al.) and the example on p.
> 16 simply does not work.  Here is what I get::
>
>> set.seed(1953)
>> charvec <- format(timeCalendar(2008, sample(12,6)))
>> data <- matrix(round(rnorm(6), 3))
>> t1 <- sort(timeSeries(data, charvec, units="A"))
> Error in is.unsorted(x at positions, na.rm = na.rm) :
>  1 argument passed to .Internal(is.unsorted) which requires 2
>
> I'm using the latest binary R from CRAN (2.9.1) on Ubuntu 9.04, and
> all RMetrics packages installed from scratch yesterday.  I just did an
> update.packages() as suggested on p. xiii of the ebook.  So everything
> should be fresh as on CRAN (as of August 31st, 2009).  For the record,
> here is the transcript I obtain after loading library(fPortfolio)
> immediately after starting R::
>
>> library(fPortfolio)
> Loading required package: MASS
> Loading required package: timeDate
> Loading required package: timeSeries
> Loading required package: fBasics
> Loading required package: fCopulae
> Loading required package: sn
> Loading required package: mnormt
> Package 'sn', 0.4-12 (2009-03-21). Type 'help(SN)' for summary information
> Loading required package: adapt
> Loading required package: fAssets
> Loading required package: robustbase
>
> Attaching package: 'fAssets'
>
>
>        The following object(s) are masked from package:fCopulae :
>
>         .mvstFit
>
> Loading required package: quadprog
> Loading required package: Rglpk
> Loading required package: slam
>
> Attaching package: 'slam'
>
>
>        The following object(s) are masked from package:timeSeries :
>
>         colMeans,
>         colSums
>
>
>        The following object(s) are masked from package:base :
>
>         colMeans,
>         colSums,
>         rowMeans,
>         rowSums
>
> Using the GLPK callable library version 4.37
> Loading required package: Rsymphony
> Warning message:
> 'DESCRIPTION' file has 'Encoding' field and re-encoding is not possible
>
>
>
> This error is somewhat bothersome, since the sorting functions are
> used in many places within RMetrics...
>
> Any help is greatly appreciated!
>
> Many thanks,
> + Nicolas Chapados
>
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