fPortfolio calls internals of quadprog which have changed

[Yohan Chalabi]

>>>> "PBR" == Prof Brian Ripley <ripley at stats.ox.ac.uk>
>>>> on Sat, 10 Apr 2010 08:06:38 +0100 (BST)

   PBR> You will see failures for BLCOP and fPortfolio on the more
   PBR> recent
   PBR> entries on the CRAN Package checks at
   PBR> http://cran.r-project.org/web/checks/check_summary.html
   PBR>
   PBR> E.g.
   PBR>
   PBR>
http://www.r-project.org/nosvn/R.check/r-prerel-linux-x86_64-gcc-fedora/BLCOP-00check.html
PBR> has PBR>
   PBR> # File
   PBR> /data/gannet/tmp/ripley/R/packages/tests-devel/BLCOP.Rcheck/inst/doc/BLCOP.Rnw
   PBR> :
   PBR> chunk 7
   PBR> Error in .Fortran("qpgen2", as.double(Dmat), dvec =
   PBR> as.double(dvec),
   PBR> as.integer(n), :
   PBR> Incorrect number of arguments (16), expecting 17 for qpgen2
   PBR>
   PBR> The issue is that fPortfolio is calling the .Fortran entry
   PBR> point in
   PBR> quadprog.  This really is not a good idea, so can you
   PBR>
   PBR> - urgently put out a revision to fPortfolio which addresses
   PBR> this and
   PBR> depends on quadprog >= 1.5-2 (or whatever is needed)
   PBR>
   PBR> - see if it is possible to work with the API functions in
   PBR> quadprog or
   PBR> if not negotiate with Berwin to add an R function wrapper
   PBR> that does
   PBR> what you need.
   PBR>
   PBR> Brian Ripley

Thanks for your comments.

Please find a new version of fPortfolio on CRAN.

Regards,
Yohan

-- 
PhD candidate
Swiss Federal Institute of Technology
Zurich

www.ethz.ch