[R-SIG-Finance] (no subject)

[Wei-han Liu]

Hi there:
 
I am practicing the new R package DEoptim
and following the paper titled “Large-scale portfolio optimization with DEoptim” as attached.
 
I am wondering if there is error in this package or else because when I tried the commands listed in
Section 6. Portfolio optimization with DEoptim but encountered some error
message as listed below:
Error in NextMethod(.Generic) : dims
[product 121] do not match the length of object [40401]
Also : Warning message: In `-.default`(0.5
* dmvnorm(x, c(-3, -3)) + 0.5 * dmvnorm(x, c(3,  :   longer
object length is not a multiple of shorter object length
 
Could somebody share some hint or help?
 
Thank you for your kind consideration and
response.
 
Wei-han Liu
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