[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
Sent from Postbox 

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