Hello Felipe, again, I am not a great expert with fPortfolio, but I think the problem lies in your Dataset (not the numbers themselves, but the structure of the dataset - eg. colnames, rownames,...) Did you try building the efficient portfolio with a sample set of data that works (e.g. with the sample data provided in the fPortfolio package)? I would use print(Data[1:10,1:10]) to check what the data looks like in both cases and then see whether the problem lies there. I would also suggest just using parts of your data (maybe there are some missing rows,... in between that cause trouble) - you can then locate the problem more efficient. Good luck!
Lui On Tue, Jan 25, 2011 at 3:46 AM, Luis Felipe Parra <[email protected]> wrote: > Hello, I have some simulations of financial data, I have 17 variables > simulated 1000 times to three horizons. I am tring to plot the efficient > frontier which I already obtained using th fPortfolio package. I am using > the following commands: > > Data=timeSeries(X[1,,]) > lppSpec <- portfolioSpec() > longFrontier <- portfolioFrontier(Data, lppSpec) > plot(longFrontier) > Selección: 1 > Error en dimnames(x) <- dn : > la longitud de 'dimnames' [1] no es igual a la extensión del arreglo >> tailoredFrontierPlot(object = longFrontier, mText = "MV Portfolio - > LongOnlyConstraints",risk = "Cov") > Error en dimnames(x) <- dn : > la longitud de 'dimnames' [1] no es igual a la extensión del arreglo > > and getting the error that appears. I also tried to do the same with the > same data changing the solver to "solveRshortExact" and using the "Short" > constraints and got the same error. Does anybody know what might be going > on? Thank you > > [[alternative HTML version deleted]] > > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
