[R-SIG-Finance] Finding the Feasible Region of a Generic Mean-Variance, Problem (Robert Harlow)

Brian G. Peterson brian at braverock.com
Wed Dec 5 04:30:09 CET 2012


On 12/04/2012 09:17 PM, jkaprich at gmail.com wrote:
> I am new to fPortfolioAdvanced. Whenever I attempt to implement feasibleHull or feasibleSet I see the following ...
>
> Compute pairwise frontier for ...
> Pair: 1 2
>
> ## omit other pair listings and finish with ... ###
>
> Pair: 7 9
>
> Error in approx(coord[,2], coord[,1], xout = returns) :
> Need at least two non-NA values to interpolate
>
> Was hoping someone could help me trouble-shoot this error.
>
> (My apologies if this is an overly simplistic or inappropriate question for this group.)

It's a perfectly appropriate question for the list, but you'll need to 
provide a fully reproducible example, per the posting guide, if you want 
someone to be able to help you.

Regards,

    - Brian



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