[R-SIG-Finance] error message from portfolioFrontier function

[Brian G. Peterson]

On 12/24/2010 02:16 AM, thomas.chan.sf at boci-pru.com.hk wrote:
>
> Hello,
>
> I have tried to use the function portfolioFrontier a few times and always
> get this error message:
>
> Execution stopped:
>    The minimum risk portfolio could not be computed.
> Possible Reason:
>    Your portfolio constraints may be too restrictive.
> Status Information:
>    status=1 from solver solveRquadprog.
> Error:
>    returned from Rmetrics
>
> Could anyone give me a hint? Thanks.

The error message *is* a hint, and likely describes the problem you are 
having precisely.

You need to construct a minimal reproducible example, per the posting 
guide, so that others may reproduce your problem, and confirm whether 
the problem is in your constraints, as indicated by the error, or in the 
code.

Regards,

   - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock