我正在关注教程here。几天前，我能够无错误地运行此代码，并在自己的数据集上运行它（获取此错误总是有点失败）-但是现在，我尝试运行该代码，并且始终获得相同的代码错误。
solve.QP（Dmat，dvec，Amat，bvec = b0，meq = 2）错误：
约束不一致，没有解决办法！
我知道solver不能求解方程，但是我对为什么它以前可以工作却现在却不起作用感到有些困惑。 >
library(tseries)
library(data.table)
link <- "https://raw.githubusercontent.com/DavZim/Efficient_Frontier/master/data/mult_assets.csv"
df <- data.table(read.csv(link))
df_table <- melt(df)[, .(er = mean(value),
sd = sd(value)), by = variable]
er_vals <- seq(from = min(df_table$er), to = max(df_table$er), length.out = 1000)
# find an optimal portfolio for each possible possible expected return
# (note that the values are explicitly set between the minimum and maximum of the expected returns per asset)
sd_vals <- sapply(er_vals, function(er) {
op <- portfolio.optim(as.matrix(df), er)
return(op$ps)
})
SessionInfo：
R version 3.5.3 (2019-03-11)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows >= 8 x64 (build 9200)
Matrix products: default
locale:
[1] LC_COLLATE=Spanish_Spain.1252 LC_CTYPE=Spanish_Spain.1252 LC_MONETARY=Spanish_Spain.1252
[4] LC_NUMERIC=C LC_TIME=Spanish_Spain.1252
attached base packages:
[1] parallel stats graphics grDevices utils datasets methods base
other attached packages:
[1] lpSolve_5.6.13.1 data.table_1.12.0 tseries_0.10-46 rugarch_1.4-0
loaded via a namespace (and not attached):
[1] Rcpp_1.0.0 MASS_7.3-51.1 mclust_5.4.2
[4] lattice_0.20-38 quadprog_1.5-5 Rsolnp_1.16
[7] TTR_0.23-4 tools_3.5.3 xts_0.11-2
[10] SkewHyperbolic_0.4-0 GeneralizedHyperbolic_0.8-4 quantmod_0.4-13.1
[13] spd_2.0-1 grid_3.5.3 KernSmooth_2.23-15
[16] yaml_2.2.0 numDeriv_2016.8-1 Matrix_1.2-15
[19] nloptr_1.2.1 DistributionUtils_0.6-0 ks_1.11.3
[22] curl_3.3 compiler_3.5.3 expm_0.999-3
[25] truncnorm_1.0-8 mvtnorm_1.0-8 zoo_1.8-4