recently, I bought Portfolio optimization with R/Rmetrics
and i have some problem doing it (fPortfolio Package)
*group.1 = c("minsumW[ sec1 ] = 0.215688 " , "maxsumW[ sec1 ] = 0.3126 "
) groupConstraints = c(group.1) portfolioConstraints(ret, mv,
groupConstraints)*
it works, but
*x = 0.215688group.1 = c("minsumW[ sec1 ] = x " , "maxsumW[ sec1 ] =
0.3126 " ) groupConstraints = c(group.1) portfolioConstraints(ret, mv,
groupConstraints)*
then, if i check the constraint, the error
*Warning message:NAs introduced by coercion*
I guess, if group constraint is not a numeric number, it cannot work.
How can i deal with it?
because group constraint level is different for backtest time, not a
constant numeric.
--
*이 현 열(Hyun-Yul Lee )*
Web : http://henryquant.blogspot.kr/
Mobile : +82 10 3057 0072
Email : *leeb...@gmail.com <leeb...@gmail.com>*
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