Hi,

I'm using fPortfolio to analyze some equities.  It works well.

mySpec <- portfolioSpec()
myPort <- tangencyPortfolio(thisHist, mySpec)


I was asked to include a constraint that each stock gets at least 1% of the allocation.

Following the documentation for fPortfolio fails

mySpec <- portfolioSpec()
constraints <- c("minW[1:portSize]=0.01")
myConst <- portfolioConstraints(thisHist, mySpec, constraints)
myPort <- tangencyPortfolio(thisHist, mySpec, myConst)

The error is rather cryptic:

Error in as.character.default(x) : 
  no method for coercing this S4 class to a vector


Does anyone have any suggestions?



--
Noah Silverman
UCLA Department of Statistics
8208 Math Sciences Building
Los Angeles, CA 90095


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