fPortfolio calls internals of quadprog which have changed

[Kurt Hornik]

>>>>> Yohan Chalabi writes:

>>>>> "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.

Thanks, on CRAN now.

Best
-k


> Regards,
> Yohan

> -- 
> PhD candidate
> Swiss Federal Institute of Technology
> Zurich

> www.ethz.ch