Question

我有下面的脚本会产生错误。有谁知道如何解决这个问题。我正在运行最新版本的R＆amp; RStudio和所有软件包都是最新的。

library('quantmod')
library('PortfolioAnalytics')
library('PerformanceAnalytics')

ETF_Names     <- c("IVV","IJH","IWM","EZU","EEM","SCZ","ILF","EPP")

ETF_All        <- lapply(ETF_Names, function(x) getSymbols(x,from="2006-01-01",auto.assign = FALSE))
names(ETF_All) <- ETF_Names

ETF_MR <- do.call(merge,lapply(ETF_All,monthlyReturn))
colnames(ETF_MR) <- ETF_Names

ETF_spec <- portfolio.spec(assets = colnames(ETF_MR))
ETF_spec <- add.constraint(portfolio=ETF_spec, type="full_investment")
ETF_spec <- add.constraint(portfolio=ETF_spec, type="box", min=0, max=1)
ETF.ef <- create.EfficientFrontier(R=ETF_MR['2015'], portfolio=ETF_spec, type="mean-StdDev")

错误讯息下方：

Error in gmv_opt(R = R, constraints = constraints, moments = moments,  : 
No solution found: Error in UseMethod("as.constraint") : 
no applicable method for 'as.constraint' applied to an object of class "c('matrix', 'list')"

之前从未出现过问题（我刚刚更新了RStudio及相关软件包）。那就是错误弹出的时候。

希望有人可以提供帮助

Answer 1

我得到了同样的错误。

尝试添加：

library(ROI)
require(ROI.plugin.glpk)
require(ROI.plugin.quadprog)

为我工作过。

Answer 2

我得到了同样的错误。

您可以尝试二次优化（// Set self (VC A) as VC B's delegate - (void)ViewDidLoadOrSomeOtherFunction { ViewControllerB *vcB = [[ViewControllerB alloc] init]; vcB setDelegate = self; } // Implement delegate method - (void)switchPressed:(BOOL)switchStatus { if (switchStatus) { // Make changes on VC A } }）。看到这个答案

https://stackoverflow.com/a/30650972/2824732

PortfolioAnalytics错误与函数gmv_opt

2 个答案: