 Still trying to figure out the correct way in the fportfolio package to determine the portfolio frontier using a forcasted returns vector and/or a forecasted covariance matrix ?  I have no problem coming up with the portfolio frontier using historical returns. But what I want to do is use forcasted returns and / or forecasted covariance matrix. For example, if my historical data is in zts, then the following works:spec =portfolioSpec()frontier &lt;- portfolioFrontier(zts, spec)frontierPlot(frontier, risk="Sigma", auto=FALSE)class(zts)[1] "timeSeries"attr(,"package")[1] "timeSeries"head(zts)GMT                  WBLRX        LSBRX        DBLTX         TFSHX           TBT          SPY2012-11-09  0.003013563 -0.002106003 0.0000000000 -0.0036968619 -0.0312447930 -0.0112530152012-11-16 -0.007045827 -0.003519891 0.0000000000 -0.0037105794 -0.0074161810 -0.0130282882012-11-23  0.003025721  0.006326910 0.0000000000  0.0018570107  0.0337662016  0.0358429662012-11-30  0.001006543  0.005590511 0.0018365478  0.0027790662 -0.0096968465  0.0056951462012-12-07 -0.001006543  0.005559431 0.0009170106  0.0009246418  0.0008254231  0.0017955262012-12-14  0.004020106  0.005528694 0.0009161705  0.0046104277  0.0134406219 -0.002155018But suppose instead of using historical returns data, I want to use forecasted returns and/or forecasted covariance (call them mu1 and covmat). What are the analogous statements to portfolioFrontier and frontierPlot using mu1 and covmat as inputs instead of historical returns data ?&gt; class(mu1)[1] "numeric"&gt; class(covmat)[1] "matrix"&gt; mu1        WBLRX         LSBRX         DBLTX         TFSHX           TBT           SPY  0.0013537910  0.0010611297  0.0001845725 -0.0021064133  0.0032720265  0.0052493188 &gt; covmat              WBLRX         LSBRX         DBLTX         TFSHX           TBT           SPYWBLRX  8.980255e-05  5.538752e-06  3.384955e-06 -2.753534e-06 -2.347333e-05  6.669676e-06LSBRX  5.538752e-06  5.017554e-05  1.297063e-05 -1.055112e-05 -8.994622e-05  2.555718e-05DBLTX  3.384955e-06  1.297063e-05  1.848077e-05 -6.448218e-06 -5.496978e-05  1.561903e-05TFSHX -2.753534e-06 -1.055112e-05 -6.448218e-06  4.277017e-05  4.471585e-05 -1.270549e-05TBT   -2.347333e-05 -8.994622e-05 -5.496978e-05  4.471585e-05  1.388306e-03 -1.083118e-04SPY    6.669676e-06  2.555718e-05  1.561903e-05 -1.270549e-05 -1.083118e-04  2.170639e-04I've checked the package documentation and I am not finding anything. Any help would be appreciated.


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