[R-SIG-Finance] (no subject)

[Joshua Ulrich]

On Wed, Dec 14, 2011 at 5:25 AM, Wei-han Liu <weihanliu2002 at yahoo.com> wrote:
> Hi there:
>
> I am practicing the new R package DEoptim and following the paper titled
> “Large-scale portfolio optimization with DEoptim” as attached.
>
No need to attach a paper that's provided in the package.

> 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?
>
You need to provide a lot more information for anyone to help.  See
the posting guide, especially the section on "Surprising behavior and
bugs".
http://www.r-project.org/posting-guide.html

There are 4 blocks of commands in Section 6 of the paper.  You need to
tell us which commands create the error.

> Thank you for your kind consideration and response.
>
> Wei-han Liu
>

Best,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com