Re: portfolio.optim.default, Packages tseries quadprog (PR#348)

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Subject: Re: portfolio.optim.default, Packages tseries quadprog (PR#348)
From: Prof Brian D Ripley (ripley@stats.ox.ac.uk)
Date: Sat 27 Nov 1999 - 23:37:18 EST


Message-ID: <Pine.GSO.4.05.9911271333120.26405-100000@auk.stats>

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 steland@euv-frankfurt-o.de wrote:

> Full_Name: Ansgar Steland
> Version: 0.90.0
> OS: Linux 6.1 FreeBSD 3.2
> Submission from: (NULL) (62.104.196.10)
>
>
> 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,                  ripley@stats.ox.ac.uk
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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