Hi - First posting here.
I am using fPortfolio to try and optimize a simple portfolio consisting of 5
daily return series. I want to maximize return subject to
setTargetRisk(myspec)=0.08 using only constraints="LongOnly"
I can run feasiblePortfolio() using a spec file that specifies the weights
An update to the announcement at
https://stat.ethz.ch/pipermail/r-devel/2010-January/056301.html
We now have daily builds of snapshots of R-devel for 64-bit Windows
available at http://cran.r-project.org/bin/windows64/contrib/ .
Tcl/Tk support is now provided.
There is a repository of binary p
I noticed that in as.data.frame.table, the stringsAsFactors argument
defaults to TRUE, whereas in the other as.data.frame methods, it defaults to
default.stringsAsFactors().
The documentation and implementation agree on this, so this is not a bug.
However, I was wondering if this disparity was in
Thank you Prof. Ripley, for examining this issue. I have two more
questions on this topic, if I may.
(1) Truncated column names
With your explanations I can see that the problem of missing column names
originates in cbind() and the 'deparse.level' bug we have just discovered.
I had tried diff
I've attached a script I wrote that pulls all the setGeneric definitions
out of a set of R files and puts them in a separate file, default
allGenerics.R. I thought it might help others who find themselves in a
similar situation.
The "situation" was that I had to change the order in which files in
A few points.
0) This seems a Wishlist item, but it does not say so (see the section
on BUGS in the FAQ).
1) A formula does not need to have an lhs, and it is an assumption
that the response is the first element of 'variables' (an assumption
not made a couple of lines later when 'resp' is us
You may have figured this out already, but you can get a "call" object
from parse() by extracting its first element, as in
mycurveC <-
function(x,from=1,to=10){
xloc <- parse(text=x)[[1]]
do.call("curve",list(expr=xloc,from=from,to=to))
}
mycurveC("(x-4) ** 2")
This doesn't address the co
