【发布时间】：2021-01-01 23:07:40
【问题描述】：
当我没有对其施加太多限制时，我的代码就可以工作。但是，我想运行大量的约束。有没有办法帮助解决问题，或者解决这个错误。我正在尝试绘制一个有效的边界。谢谢。我在下面有数据时间序列的 dput。
library("fPortfolio")
library('fPortfolio')
data = SPISECTOR.RET
asset = dim(data)[2]
# I'm putting a lot of constraints here. I want to do this.
# If I take away some of the constraints, the formula works.
# But I don't want to take away the constraints.
constraints <- c('minW[1:asset]=0','maxW[1:asset]=0.3', 'minsumW[c("ACWI", "ACWX", "AGED", "CEMA", "CEMG", "CMXC", "CNYA", "COMF", "CSJP", "CSKR", "CSRU", "CSUK", "DGTL", "DLTM", "ECAR", "EEM", "EFA", "EIDO", "EIRL", "EMB", "ENOR", "EPHE", "EPOL", "EUSA", "GUNR", "HEAL", "ICDU", "ICSU", "IESU", "IGAA", "IH2O", "IHCU", "IHYA", "IIND", "IISU", "IITU", "IJS", "IJT", "IMSU", "INRG", "IQLT", "IUSU", "KWEB", "LAND", "LOCK", "MGK", "OPEN", "QQQ", "RBOT", "SAUS", "SPAG", "UIFS", "UNG", "USMV", "VB", "VNQ", "VNQI", "VTV", "VUG", "WOOD", "XFVT")]=0.01', 'maxsumW[c("ACWI", "ACWX", "AGED", "CEMA", "CEMG", "CMXC", "CNYA", "COMF", "CSJP", "CSKR", "CSRU", "CSUK", "DGTL", "DLTM", "ECAR", "EEM", "EFA", "EIDO", "EIRL", "EMB", "ENOR", "EPHE", "EPOL", "EUSA", "GUNR", "HEAL", "ICDU", "ICSU", "IESU", "IGAA", "IH2O", "IHCU", "IHYA", "IIND", "IISU", "IITU", "IJS", "IJT", "IMSU", "INRG", "IQLT", "IUSU", "KWEB", "LAND", "LOCK", "MGK", "OPEN", "QQQ", "RBOT", "SAUS", "SPAG", "UIFS", "UNG", "USMV", "VB", "VNQ", "VNQI", "VTV", "VUG", "WOOD", "XFVT")]=0.3', 'minsumW[c("BND", "CBON", "CRPA", "GLD", "SLV", "SPGP", "SWAN")]=0.01', 'maxsumW[c("BND", "CBON", "CRPA", "GLD", "SLV", "SPGP", "SWAN")]=0.3', 'minsumW[c("GLTL", "GLTS", "IBGE", "IBGY", "IBGZ", "IEF", "IGLT", "SEGA", "SHY", "TIP", "TLT", "VVUILG")]=0.01', 'maxsumW[c("GLTL", "GLTS", "IBGE", "IBGY", "IBGZ", "IEF", "IGLT", "SEGA", "SHY", "TIP", "TLT", "VVUILG")]=0.3')
spec <- portfolioSpec()
setNFrontierPoints(spec) <- 25
setSolver(spec)<- "solveRquadprog"
frontier <-portfolioFrontier(data, spec, constraints)
当我运行最后一行时，frontier <-portfolioFrontier(data, spec, constraints) 出现错误：
Error in `colnames<-`(`*tmp*`, value = names(getMu(Data))) :
attempt to set 'colnames' on an object with less than two dimensions
【问题讨论】：
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因此，如果您不介意某些 cmets，首先命名您正在使用的包会有所帮助。其次，这真的是您可以创建的最小示例吗？记住人们在复制你的代码。
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您确定不必为规范设置更多值吗？
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我之前收到一个错误，在
setNFrontierPoints(spec) <- 25上我安装了fPortfolio包，但找不到??setNFrontierPoints的功能
标签： r error-handling constraints