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

[Ross Bennett]

All,

While I was working through examples for risk_budget_objectives, I came
across a situation that causes an error and I am not sure how to fix it. If
clean="boudt" is in the arguments list in the objective and an argument for
... is passed in optimize.portfolio I am getting an error in clean.boudt.

Error in clean.boudt(na.omit(R[, column, drop = FALSE]), alpha = alpha,  :
                             unused argument(s) (itermax = 50)

Upon insepecting traceback(), it looks like the error is due
to Return.clean(R, method = objective$arguments.clean, ...) where the
dots are picking up the dots arguments from optimize.portfolio.

I added sandbox/testing_risk_budget.R in r2931 that has an example to
reproduce the error. Is there a way to correct this? I suppose a workaround
is to clean the returns first and not specify clean in the arguments list
in the objective so the dots argument in optimize.portfolio can then be
used to control the parameters for the solvers.

Any thoughts/suggestions on resolving this?

Thanks,
Ross
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