[R-SIG-Finance] PerformanceAnalytics - Sharpes Style Analysis- but with intercept?

[Philipp]

Dear all,

I am running some analysis based on an asset factor model (Sharpe model -
Style Analyses) in the Package PerformanceAnalytics/R-Forge. I used the
cnstained method for the style.fit function, because I need the restriction
sum(paramter)=1, parameter>=0. Everything worked fine, I created a xts
object with my Data and the results were ok. But now I noticed that I have
to include an intercept in the estimation. This is based on Sharpes Style
analysis not included in the style.QPfit function. I try to understand how
style.Qpfit works, I understood that the constrained is in bvec. And this
also ok. The intercept has not to be included in the restriction
(sum(parameter)=1, parameter>=0). So I have maybe to fix Dmat and dvec, but
I really don not know how. Is there a solution possible?

Your help is greatly appreciated - thx, 

Phillip

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