[GSoC-PortA] Error with clean.boudt when passing arguments for ... in optimize.portfolio

[Brian G. Peterson]

On 08/30/2013 01:35 PM, Ross Bennett wrote:
>
>
>
> On Fri, Aug 30, 2013 at 11:11 AM, Brian G. Peterson <brian at braverock.com
> <mailto:brian at braverock.com>> wrote:
>
>     On 08/29/2013 12:00 PM, Ross Bennett wrote:
>
>
>     It's a little unclear why dots would be passed that deeply anyway.
>
>     Typically, in PortfolioAnalytics, we're matching arguments and
>     stripping dots before calling the underlying objective functions.
>
>     This particular edge case is easily fixed by adding dots to the
>     boudt method of Retur.clean, but I'm sure there's a more general
>     solution.
>
>     I think we should pick it up in the argument matching, and not
>     expect the called functions to be ready to catch any arbitrary
>     arguments.
>
>
> I printed out the .formals list right before the do.call(fun, .formals)
> and $itermax is not an element in .formals, the arguments are being
> matched and stripped correctly in constrained_objective before calling
> the objective function.

What about when we calculate portfolio moments?  Isn't that a lot 
earlier in the process than constrained_objective?