aa.test()

[f1nasf1]

Hi,
There seems to be issues with aa.test():

Error in create.historical.ia(hist.returns, 12, symbols, symbol.names) :
unused arguments (symbols, symbol.names)
3 create.historical.ia(hist.returns, 12, symbols, symbol.names) at con#2690
2 aa.test.create.ia() at con#1696
1 aa.test()

After overwriting so that the symbols and symbol.names are not passed to the create.histroical.aa:

Error in t(ia$hist.returns) - repmat(colMeans(ia$hist.returns), 1, nt) :
non-conformable arrays
6 match.fun(add.constraint.fn)(ia, 0, ">=", constraints) at con#708
5 optimize.portfolio(ia, constraints, add.constraint.fn, min.risk.fn) at con#693
4 min.portfolio(ia, constraints, add.constraint.mad, portfolio.mad) at con#849
3 match.fun(min.risk.fn)(ia, constraints) at con#1502
2 portopt(ia, constraints, 50, "MAD", min.mad.portfolio) at con#1719
1 aa.test()

Thanks.

[AlbertoBurchi]

Dear avanchev
I experienced the same problem in the string:
a[1 : n, ] = t(ia$hist.returns) - repmat(colMeans(ia$hist.returns), 1, nt)

So, it is impossible to obtain the MAD ptf.

The problem is related to the matrix dimension.

Have you any idea about how to solve?

Thanks, Alberto

[dxcv]

me too

[jupiters1117]

Here's my solution:
a[1 : n0, ] = t(ia$hist.returns) - repmat(matrix(colMeans(ia$hist.returns)), 1, nt)