[GSoC-PortA] error in demo_efficient_frontier

Brian G. Peterson brian at braverock.com
Wed Sep 18 18:34:50 CEST 2013


Thanks Ross.

Fixed but not pushed to CRAN.

I'll open the conversation with Stefan and Kurt about pushing an updated 
version to CRAN.

On 09/18/2013 11:01 AM, Doug Martin wrote:
> Do I recall correctly that this is an old problem from last year that
> Theussel, etc., was informed about but never fixed?
>
> Doug
>
> *From:*gsoc-porta-bounces at lists.r-forge.r-project.org
> [mailto:gsoc-porta-bounces at lists.r-forge.r-project.org] *On Behalf Of
> *Ross Bennett
> *Sent:* Wednesday, September 18, 2013 8:07 AM
> *To:* PortfolioAnalytics
> *Subject:* Re: [GSoC-PortA] error in demo_efficient_frontier
>
> Brian,
>
> That is an error with ROI. The ROI.plugin.quadprog version on CRAN is
> broken, the version on R-forge works correctly.
>


-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock


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