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

Ross Bennett rossbennett34 at gmail.com
Fri Aug 30 20:35:39 CEST 2013


On Fri, Aug 30, 2013 at 11:11 AM, Brian G. Peterson <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.


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