Hi guys, I am using the off-the-shelf codes from the fPortfolio Rmetrics book and for some reason when I run CVaR or any other optimization from the book code I get errors. Can you help how to adjust the code?
R1, R5, R2 are return series of assets. There are the problems I have: Error in `colnames<-`(`*tmp*`, value = c("R1", "R5", "R2", : attempt to set colnames on object with less than two dimensions In addition: Warning messages: 1: 'cov' is deprecated. Use 'ccov' instead. See help("Deprecated") 2: 'cov' is deprecated. Use 'ccov' instead. See help("Deprecated") Thanks for the help in advance. Best wishes, T -- View this message in context: http://r.789695.n4.nabble.com/Rmetrics-Portfolio-Optimization-issue-tp3850427p3850427.html Sent from the Rmetrics mailing list archive at Nabble.com. _______________________________________________ R-SIG-Finance@r-project.org 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.