[R-SIG-Finance] Portfolio Optimization with Rmetrics

[Mercurio Danilo 1850 SPI]

Hi!

I am having a problem in running the following example:
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 library(fPortfolio)
## data -
   Data = SMALLCAP.RET
   Data = Data[, c("BKE", "GG", "GYMB", "KRON")]
   Data

## spec -
   Spec = portfolioSpec()
   setTargetReturn(Spec) = mean(colMeans(Data))
   Spec

## constraints -
   Constraints = "LongOnly"
   Constraints

## efficientPortfolio -
   efficientPortfolio(Data, Spec, Constraints)
## tangency Portfolio -
   tangencyPortfolio(Data, Spec, Constraints)
## minvariancePortfolio -
   minvariancePortfolio(Data, Spec, Constraints)
--------------------------------------

The answer to the last 3 command is always the following:

Fehler in .Fortran("qpgen2", as.double(Dmat), dvec = as.double(dvec), as.integer(n),  :
  Falsche Anzahl von Argumenten (16), erwarte 17 für qpgen2

I would really appreciate some help.
Thank you in advance


Danilo