[R] RExcel issues

Michael Ashton m.ashton at enduringinvestments.com
Thu Mar 1 23:02:55 CET 2018

Hi -

For a while I've used RExcel without problems to run a repeating portfolio optimization problem where I solve for a portfolio allocation targeting a particular risk, then solve for a different risk, etc. I call the commands with (e.g.) rinterface.Rrun "(R command)"

Recently that macro started blowing up, returning #RErrors, and when I try to trace the error I find that it is some kind of OLE error. I can't seem to find anything about it online and it's hard to replicate for someone else since you'd have to have my installation and my spreadsheet.

But I thought I'd ask the community and see if anyone else has had this problem recently with Rexcel. I'm calling solnp from within the RRun command, but again...it worked for a long time and I don't think it's the inputs that are wonky. Perhaps an update of R was incompatible with Rexcel? I've updated Rexcel to 3.2.16 but it made no difference.

Any suggestions of what to try will be warmly entertained!



Michael Ashton, CFA
Managing Principal

Enduring Investments LLC
W: 973.457.4602
C: 551.655.8006

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