[R-SIG-Finance] Rmetrics - fPortfolio - portfolioFrontier function
Josh Chien
jch|en @end|ng |rom |@@tm@||@net
Sun Feb 23 01:23:31 CET 2020
Dear R-Finance,
I just try to do portfolio analysis by using Rmetrics-fPortfolio. But,
on some timeseries, there is error at below.
Below, it's my R code(Attached is the timeseries data)
Ret_ts <- as.timeSeries(RollingData)
EffFrontier <- portfolioFrontier(Ret_ts, constraints ="LongOnly")
Error in `colnames<-`(`*tmp*`, value = names(getMu(Data))) :
attempt to set 'colnames' on an object with less than two dimensions
>From my observation, it's related with timeseries data because most of
timeseries periods works well.
Only some periods will force be stop and get this error message. Google
above error message.
It has been raised in several years ago. Someone thought it might come
from "*setNFrontierPoints".* I tried this way and it can't work.
I adjusted others parameters, constraints. It still is the same error.
Unfortunately, I didn't get solution by self and don't know how to debug.
Now, I raise this problem again. wish this issue could be here again and
someone can figure out.
Thanks for R-community.
--
Josh Chien
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