portfolio.optim.default, Packages tseries quadprog (PR#348)
Prof Brian D Ripley
Sat, 27 Nov 1999 13:37:18 +0000 (GMT)
This problem is not to do with quadprog nor tseries but rbind. It is
already solved in the current R-release snapshot, and if you need this
to work under 0.90.0, I suggest you download the current daily
snapshot and build that.
On Sat, 27 Nov 1999 firstname.lastname@example.org wrote:
> Full_Name: Ansgar Steland
> Version: 0.90.0
> OS: Linux 6.1 FreeBSD 3.2
> Submission from: (NULL) (22.214.171.124)
> Yesterday I downloaded R 0.90.0 and the current versions of some
> packages (tseries, quadprog,...).
> I had no problems to build the program using FreeBSD 3.2 and SuSe Linux 6.1.
> I also re-build all packages required by tseries.
> I checked out portfolio.optim (package: tseries).
> It crashed under FreeBSD 3.2 and SuSe Linux 6.1.
> (More precisely, the example in the documentation of portfolio.optim crashed.)
> Simply reinstalling R 0.65.0 fixed the problem! Now the example works.
> I suppose there is a problem with the code of the solve.QP function
> of the package quadprog.
> Perhaps it uses internal R functions whose argument lists have changed or sthg.
> like this, I don't know.
Brian D. Ripley, email@example.com
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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