>>>> "AB" == Abhijit Bera <abhib...@gmail.com> >>>> on Wed, 11 Nov 2009 15:34:50 +0500
Hi Abhijit, Please note that cross-posting is considered to be impolite. AB> I'm getting the following errors while using the AB> efficientPortfolio function AB> even though I'm setting the target return to the mean of the AB> TargetReturn I AB> obtain from the portfolio object created by the AB> feasiblePortfolio function. AB> AB> First Error: AB> Error: targetReturn >= min(mu) is not TRUE As stated by the error message, the target return should be larger or equal to the minimum return of your time series. AB> AB> Second Error: AB> Error in .rquadprog(Dmat = args, dvec = args, Amat = args, : AB> AB> NA/NaN/Inf in foreign function call (arg 8) HTH, Yohan -- PhD candidate Swiss Federal Institute of Technology Zurich www.ethz.ch ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
