[R] RExcel issues

David Winsemius dwinsemius at comcast.net
Thu Mar 1 23:37:16 CET 2018

> On Mar 1, 2018, at 2:02 PM, Michael Ashton <m.ashton at enduringinvestments.com> wrote:
> 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.

I'm pretty sure that RExcel is a commercial program and I assume that licensed users are expected to bring problems to the vendor.


> Any suggestions of what to try will be warmly entertained!
> Thanks,
> Mike
> Michael Ashton, CFA
> Managing Principal
> Enduring Investments LLC
> W: 973.457.4602
> C: 551.655.8006

I assume with that address you have a commercial license.


David Winsemius
Alameda, CA, USA

'Any technology distinguishable from magic is insufficiently advanced.'   -Gehm's Corollary to Clarke's Third Law

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