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The first example of the vignette doesn't work reproducibly. #10

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JiaxiangBU opened this issue Mar 23, 2018 · 0 comments
Open

The first example of the vignette doesn't work reproducibly. #10

JiaxiangBU opened this issue Mar 23, 2018 · 0 comments

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@JiaxiangBU
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Here is the vignette file link.

In the first example, when I run this code,

opt.sd <- optimize.portfolio(R, SD.portf, 
                             optimize_method="ROI", 
                             momentFUN="sigma.robust")
opt.sd

R told me Error: paste0("package:", plugin) %in% search() || requireNamespace(plugin, .... is not TRUE but does't show which packages I have to install or update.

Here is my sessionInfo().

R version 3.4.4 (2018-03-15)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS Sierra 10.12.6

Matrix products: default
BLAS: /System/Library/Frameworks/Accelerate.framework/Versions/A/Frameworks/vecLib.framework/Versions/A/libBLAS.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRlapack.dylib

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] parallel  stats     graphics  grDevices utils    
[6] datasets  methods   base     

other attached packages:
[1] ROI_0.3-1                   MASS_7.3-49                
[3] DEoptim_2.2-4               PortfolioAnalytics_1.0.3636
[5] PerformanceAnalytics_1.5.2  foreach_1.4.3              
[7] xts_0.10-2                  zoo_1.8-0                  

loaded via a namespace (and not attached):
 [1] quadprog_1.5-5   lattice_0.20-35  codetools_0.2-15
 [4] slam_0.1-42      grid_3.4.4       registry_0.5    
 [7] rpart_4.1-13     iterators_1.0.8  tools_3.4.4     
[10] yaml_2.1.14      compiler_3.4.4   knitr_1.16   

Does anyone try this example?

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