如何解决R 中的错误消息:尝试在小于二维的对象上设置“colnames”
当我没有对其施加太多限制时,我的代码可以正常工作。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","XFVT")]=0.3','minsumW[c("BND","CBON","CRPA","GLD","SLV","SPGP","SWAN")]=0.01','maxsumW[c("BND","SWAN")]=0.3','minsumW[c("GLTL","GLTS","IBGE","IBGY","IBGZ","IEF","IGLT","SEGA","SHY","TIP","TLT","VVUILG")]=0.01','maxsumW[c("GLTL","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,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
解决方法
好的,我搞定了。我没有将约束添加到一个,而是放入了其他库。现在一切正常。
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