Help request about Portfolio Optimization with R/Rmetrics

Luciano Gilli luciano.gilli at envitech-ambiente.it
Thu Feb 23 11:20:48 CET 2012


Hi,
when trying to run (pag. 26 of "Portfolio Optimization with R/Rmetrics")

 > DATA <- 100 * SWX.RET[, c(1:2, 4:5)]
 > by <- periods(time(DATA), "12m", "1m")
 > SWX.ROLL <- rollapply(DATA, by, FUN = "colSums")

i get the following message error:

Errore in posns >= 1 : confronto (5) possibile solo per dati atomic o list

Can you help me please?
All the others example in book seems to work correctly..
Thanks a lot
Luciano Gilli

Buyer: Luciano Gilli (luciano.gilli at envitech-ambiente.it) @ 79.38.121.32

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Dott. Luciano Gilli
Envitech Ambiente e Tecnologie srl
V. Bonomelli 1/f
28100 Novara
Tel/Fax +39 (0) 321 640121
cell. + 39 335 8275512
skype luciano.gilli



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