Error in dimnames in R

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Error in dimnames in R

Yury Bobr
Could anyone help me with some little problem? When I plot the frontier I
get the following message: *"Error in dimnames(x) <- dn : length of
'dimnames' [1] not equal to array extent"*(see below for detail). How could
I solve this. Thanks a lot.

##---------------------------- Portfolio construction &
Optimisation------------------------

#Assets: LUTAX, PFODX,BRGAX,GFAFX,NMSAX,EGINX,IPOYX,SCWFX,FGLDX,PAGEX

#Getting monthly returns of the assets
library(quantmod)
library(tseries)
library(timeSeries)

LUTAX <- monthlyReturn((getSymbols("LUTAX",auto.assign=FALSE)[,4]),type =
"arithmetic")
colnames(LUTAX) <- c("LUTAX")
PFODX <- monthlyReturn((getSymbols("PFODX",auto.assign=FALSE)[,4]),type =
"arithmetic")
colnames(PFODX) <- c("PFODX")
BRGAX <- monthlyReturn((getSymbols("BRGAX",auto.assign=FALSE)[,4]),type =
"arithmetic")
colnames(BRGAX) <- c("BRGAX")
GFAFX <- monthlyReturn((getSymbols("GFAFX",auto.assign=FALSE)[,4]),type =
"arithmetic")
colnames(GFAFX) <- c("GFAFX")
NMSAX <- monthlyReturn((getSymbols("NMSAX",auto.assign=FALSE)[,4]),type =
"arithmetic")
colnames(NMSAX) <- c("NMSAX")
EGINX <- monthlyReturn((getSymbols("EGINX",auto.assign=FALSE)[,4]),type =
"arithmetic")
colnames(EGINX) <- c("EGINX")
IPOYX <- monthlyReturn((getSymbols("IPOYX",auto.assign=FALSE)[,4]),type =
"arithmetic")
colnames(IPOYX) <- c("IPOYX")
SCWFX <- monthlyReturn((getSymbols("SCWFX",auto.assign=FALSE)[,4]),type =
"arithmetic")
colnames(SCWFX) <- c("SCWFX")
FGLDX <- monthlyReturn((getSymbols("FGLDX",auto.assign=FALSE)[,4]),type =
"arithmetic")
colnames(FGLDX) <- c("FGLDX")
PAGEX <- monthlyReturn((getSymbols("PAGEX",auto.assign=FALSE)[,4]),type =
"arithmetic")
colnames(PAGEX) <- c("PAGEX")

# Merging returns of the assets (excluding NA's)
portfolio_returns <- merge(LUTAX,
PFODX,BRGAX,GFAFX,NMSAX,EGINX,IPOYX,SCWFX,FGLDX,PAGEX,all=F)
data <- as.timeSeries(portfolio_returns)

#Optimisation portfolio
library(fPortfolio)

spec <- portfolioSpec()
setNFrontierPoints <- 25
setSolver(spec) <- "solveRquadprog"
constraints <-
c("minW[1:1]=0.12","maxW[1:1]=0.18","minW[2:2]=0.12","maxW[2:2]=0.18",

"minW[3:3]=0.10","maxW[3:3]=0.15","minW[4:4]=0.08","maxW[4:4]=0.12",

"minW[5:5]=0.08","maxW[5:5]=0.12","minW[6:6]=0.05","maxW[6:6]=0.10",

"minW[7:7]=0.05","maxW[7:7]=0.10","minW[8:8]=0.08","maxW[8:8]=0.12",

"minW[9:9]=0.05","maxW[9:9]=0.10","minW[10:10]=0.08","maxW[10:10]=0.12",
                 "minsumW[c(1:1,2:2)]=0.27","maxsumW[c(1:1,2:2)]=0.33",

"minsumW[c(3:3,4:4,6:6,10:10)]=0.37","maxsumW[c(3:3,4:4,6:6,10:10)]=0.43",

"minsumW[c(5:5,7:7,8:8,9:9)]=0.27","maxsumW[c(5:5,7:7,8:8,9:9)]=0.33",
                 "maxsumW[c(1:1,2:2,3:3,4:4,5:5,6:6,7:7,8:8,9:9,10:10)]=1")

portfolioConstraints(data,spec,constraints)

frontier<- portfolioFrontier(data,spec,constraints)
print(frontier)

tailoredFrontierPlot( frontier)

After running the last command above I get the following message:* "Error
in dimnames(x) <- dn : length of 'dimnames' [1] not equal to array extent"*



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Re: Error in dimnames in R

PIKAL Petr
Hi

Without knowing much about the functions you use I would suggest few hints.

Do not use HTML format, your message could be scrambled.
Does frontier conform to data expected by function tailoredFrontierPlot?
Your best option could be to contact directly the maintainer. You could get his address by

maintainer("fPortfolio")

Instead of your whole code you should post the minimum reproducible example, with data preferably copied from

dput(frontier)

directly to your mail.

Cheers
Petr

> -----Original Message-----
> From: R-help [mailto:[hidden email]] On Behalf Of Yury Bobr
> Sent: Wednesday, December 27, 2017 6:26 PM
> To: [hidden email]
> Subject: [R] Error in dimnames in R
>
> Could anyone help me with some little problem? When I plot the frontier I get
> the following message: *"Error in dimnames(x) <- dn : length of 'dimnames' [1]
> not equal to array extent"*(see below for detail). How could I solve this. Thanks
> a lot.
>
> ##---------------------------- Portfolio construction &
> Optimisation------------------------
>
> #Assets: LUTAX,
> PFODX,BRGAX,GFAFX,NMSAX,EGINX,IPOYX,SCWFX,FGLDX,PAGEX
>
> #Getting monthly returns of the assets
> library(quantmod)
> library(tseries)
> library(timeSeries)
>
> LUTAX <- monthlyReturn((getSymbols("LUTAX",auto.assign=FALSE)[,4]),type =
> "arithmetic")
> colnames(LUTAX) <- c("LUTAX")
> PFODX <- monthlyReturn((getSymbols("PFODX",auto.assign=FALSE)[,4]),type =
> "arithmetic")
> colnames(PFODX) <- c("PFODX")
> BRGAX <- monthlyReturn((getSymbols("BRGAX",auto.assign=FALSE)[,4]),type =
> "arithmetic")
> colnames(BRGAX) <- c("BRGAX")
> GFAFX <- monthlyReturn((getSymbols("GFAFX",auto.assign=FALSE)[,4]),type =
> "arithmetic")
> colnames(GFAFX) <- c("GFAFX")
> NMSAX <- monthlyReturn((getSymbols("NMSAX",auto.assign=FALSE)[,4]),type =
> "arithmetic")
> colnames(NMSAX) <- c("NMSAX")
> EGINX <- monthlyReturn((getSymbols("EGINX",auto.assign=FALSE)[,4]),type =
> "arithmetic")
> colnames(EGINX) <- c("EGINX")
> IPOYX <- monthlyReturn((getSymbols("IPOYX",auto.assign=FALSE)[,4]),type =
> "arithmetic")
> colnames(IPOYX) <- c("IPOYX")
> SCWFX <- monthlyReturn((getSymbols("SCWFX",auto.assign=FALSE)[,4]),type =
> "arithmetic")
> colnames(SCWFX) <- c("SCWFX")
> FGLDX <- monthlyReturn((getSymbols("FGLDX",auto.assign=FALSE)[,4]),type =
> "arithmetic")
> colnames(FGLDX) <- c("FGLDX")
> PAGEX <- monthlyReturn((getSymbols("PAGEX",auto.assign=FALSE)[,4]),type =
> "arithmetic")
> colnames(PAGEX) <- c("PAGEX")
>
> # Merging returns of the assets (excluding NA's) portfolio_returns <-
> merge(LUTAX,
> PFODX,BRGAX,GFAFX,NMSAX,EGINX,IPOYX,SCWFX,FGLDX,PAGEX,all=F)
> data <- as.timeSeries(portfolio_returns)
>
> #Optimisation portfolio
> library(fPortfolio)
>
> spec <- portfolioSpec()
> setNFrontierPoints <- 25
> setSolver(spec) <- "solveRquadprog"
> constraints <-
> c("minW[1:1]=0.12","maxW[1:1]=0.18","minW[2:2]=0.12","maxW[2:2]=0.18",
>
> "minW[3:3]=0.10","maxW[3:3]=0.15","minW[4:4]=0.08","maxW[4:4]=0.12",
>
> "minW[5:5]=0.08","maxW[5:5]=0.12","minW[6:6]=0.05","maxW[6:6]=0.10",
>
> "minW[7:7]=0.05","maxW[7:7]=0.10","minW[8:8]=0.08","maxW[8:8]=0.12",
>
> "minW[9:9]=0.05","maxW[9:9]=0.10","minW[10:10]=0.08","maxW[10:10]=0.1
> 2",
>                  "minsumW[c(1:1,2:2)]=0.27","maxsumW[c(1:1,2:2)]=0.33",
>
> "minsumW[c(3:3,4:4,6:6,10:10)]=0.37","maxsumW[c(3:3,4:4,6:6,10:10)]=0.43"
> ,
>
> "minsumW[c(5:5,7:7,8:8,9:9)]=0.27","maxsumW[c(5:5,7:7,8:8,9:9)]=0.33",
>                  "maxsumW[c(1:1,2:2,3:3,4:4,5:5,6:6,7:7,8:8,9:9,10:10)]=1")
>
> portfolioConstraints(data,spec,constraints)
>
> frontier<- portfolioFrontier(data,spec,constraints)
> print(frontier)
>
> tailoredFrontierPlot( frontier)
>
> After running the last command above I get the following message:* "Error in
> dimnames(x) <- dn : length of 'dimnames' [1] not equal to array extent"*
>
>
>
> <https://www.avast.com/sig-
> email?utm_medium=email&utm_source=link&utm_campaign=sig-
> email&utm_content=webmail>
> Без
> вирусов. www.avast.ru
> <https://www.avast.com/sig-
> email?utm_medium=email&utm_source=link&utm_campaign=sig-
> email&utm_content=webmail>
> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>
>
>       [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

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