问题
I'm trying to copy the code from a website to test Portfolio Analytics library in R. But I getting an error and I don't have a clue why. The error I am getting is: Error: "package:ROI" %in% search() || requireNamespace("ROI", quietly = TRUE) is not TRUE
library(PortfolioAnalytics)
data(edhec)
returns <- edhec[, 1:6]
funds <- colnames(returns)
init.portfolio <- portfolio.spec(assets = funds)
init.portfolio <- add.constraint(portfolio = init.portfolio,
type = "full_investment")
init.portfolio <- add.constraint(portfolio = init.portfolio,
type = "long_only")
minSD.portfolio <- add.objective(portfolio=init.portfolio,
type="risk",
name="StdDev")
minSD.opt <- optimize.portfolio(R = returns, portfolio = minSD.portfolio,
optimize_method = "ROI", trace = TRUE)
来源:https://stackoverflow.com/questions/45201485/error-when-trying-to-optimize-with-portfolio-analytics