fPortfolio calls internals of quadprog which have changed

[Prof Brian Ripley]

You will see failures for BLCOP and fPortfolio on the more recent 
entries on the CRAN Package checks at 
http://cran.r-project.org/web/checks/check_summary.html

E.g.

http://www.r-project.org/nosvn/R.check/r-prerel-linux-x86_64-gcc-fedora/BLCOP-00check.html
has

# File 
/data/gannet/tmp/ripley/R/packages/tests-devel/BLCOP.Rcheck/inst/doc/BLCOP.Rnw 
:
chunk 7
Error in .Fortran("qpgen2", as.double(Dmat), dvec = as.double(dvec), 
as.integer(n), :
Incorrect number of arguments (16), expecting 17 for qpgen2

The issue is that fPortfolio is calling the .Fortran entry point in 
quadprog.  This really is not a good idea, so can you

- urgently put out a revision to fPortfolio which addresses this and 
depends on quadprog >= 1.5-2 (or whatever is needed)

- see if it is possible to work with the API functions in quadprog or 
if not negotiate with Berwin to add an R function wrapper that does 
what you need.

Brian Ripley

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595