In the meantime, why not use the "quadprog" package instead? It's pretty
much the same thing, you just have to be a little more careful in
setting out the optimisation problem.

On Sat, 2010-04-17 at 14:33 +0300, Peter Keller wrote:

> Yohan,
> 
> First of all thank you very much for your fast reply and clarification. 
> I thought it could be an interface error, but of course I was not sure.
> 
> Do you have already a rough idea when the new version of fPortfolio will 
> be released?
> 
> Have a nice weekend and best regards,
> 
> Peter
> 
> Yohan Chalabi wrote:
> >>>>> "PK" == Peter Keller <podvalov@gmx.net>
> >>>>> on Sat, 17 Apr 2010 14:07:29 +0300
> > 
> >    PK> Hi there,
> >    PK>
> >    PK> I have a serious problem with solver solveRquadprog in
> >    PK> fPortfolio.
> >    PK> Unfortunately, solveRquadprog is the standard solver in
> >    PK> fPortfolio and
> >    PK> pretty essential.
> >    PK>
> >    PK> How to replicate the problem on my PC:
> >    PK>
> >    PK> library(fPortfolio)
> >    PK> library(fEcofin)
> >    PK>
> >    PK> library(Rsymphony)
> >    PK> library(lpSolveAPI)
> >    PK>
> >    PK> djiData = as.timeSeries(DowJones30)
> >    PK> djiData.ret <- 100 * returns(djiData)
> >    PK> frontier <- portfolioFrontier(djiData.ret)
> >    PK>
> >    PK> I get then the error message:
> >    PK>
> >    PK> Error in .Fortran("qpgen2", as.double(Dmat), dvec =
> >    PK> as.double(dvec),
> >    PK> as.integer(n), :
> >    PK> Incorrect number of arguments (16), expecting 17 for qpgen2
> >    PK>
> >    PK> I’ve installed R version 2.10.1 on Windows 7 (32 bit) with
> >    PK> updated CTV
> >    PK> Finance.
> >    PK>
> >    PK> Interestingly, this problem only appeared after a
> >    PK> while. Initially,
> >    PK> everything worked fine, but suddenly, without doing something
> >    PK> special,
> >    PK> this error appeared. I already completely uninstalled R,
> >    PK> rebooted the PC
> >    PK> and re-installed R (including updated CTV Finance), but it
> >    PK> did not help
> >    PK> at all.
> >    PK>
> >    PK> I highly would appreciate any help. I already spent quite a
> >    PK> lot of time
> >    PK> to find a solution, but there is not a lot of help available.
> >    PK>
> >    PK> Best regards,
> >    PK>
> >    PK> Peter Keller
> > 
> > 
> > Hi Peter,
> > 
> > The mentioned error is due to a change in the new version of
> > quadprog package and a direct call of the Fortran routine in fPortfolio.
> > 
> > We have already updated the devel version of fPortfolio on R-forge. As
> > soon as we have run all test, we will upload a new version of
> > fPortfolio to CRAN.
> > 
> > You can either wait until the new pkg is on CRAN or compile it from
> > source and get the devel code from R-forge. More info 
> > http://r-forge.r-project.org/scm/?group_id=156
> > 
> > Regards,
> > Yohan
> > 
> >
> 
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