(函数(classes,fdef,mtable)FRAPO中的错误

时间:2018-03-10 23:52:49

标签: rstudio

install.packages(" FRAPO&#34)

install.packages(" quantmod&#34)

库(FRAPO)

库(quantmod)

startDate< - " 2006-01-01"

endDate< - " 2015-12-31"

加载输入数据:----

symbols = c("XLF", "XLP", "XLE", "XLY", "XLV", "XLI", "XLB", "XLK", "XLU")

getSymbols(symbols, src="yahoo", from=startDate, to=endDate)

price.data<-cbind(XLY[,6],XLP[,6],XLE[,6],XLF[,6],XLV[,6],XLI[,6],XLB[,6],XLK[,6], XLU[,6])

colnames(price.data)<-c("Consumer Discretionary", "Consumer Staples", "Energy",
                        "Financial", "Health Care", "Industrial", "Materials",
                        "Technology", "Utilities")

names<-c("Consumer Discretionary", "Consumer Staples", "Energy",
         "Financial", "Health Care", "Industrial", "Materials",
         "Technology", "Utilities")

mcdd<-PMinCDaR(price.data, alpha = 0.95, softBudget = FALSE)
round(mcdd@weights, digits=8)

我得到了:

Error in (function (classes, fdef, mtable)  : 
  unable to find an inherited method for function ‘returnseries’ for signature ‘"xts"’

我想使用S&amp; P 500时间序列来检查(PMinCDaR)投资组合优化,以确定S&amp; P500风险的最小条件下降。但是当我尝试使用PMinCDaR时,我得到错误:in(function(classes,fdef,mtable):无法找到函数'returnseries'的签名'&#34; xts&#34;'

的继承方法

0 个答案:

没有答案