Re: [R] portfolio.optim and assets with weigth equals to zero...

2008-09-03 Thread Alberto Santini
I tried with Rmetrics too, but the behaviour is the same. So I am missing something... Very interesting to understand why. :) I think it's a numerical problem: maybe, zero is not zero, it's very near to zero. Regards, Alberto Santini - require(fPortfoli

[R] portfolio.optim and assets with weigth equals to zero...

2008-09-03 Thread Alberto Santini
esult. That's I would expected the same weights as the run with 4 assets. Below the code. Thanks in advance, Alberto Santini - require(tseries) f.mi <- coredata(get.hist.quote("F.MI", start="2006-09-03", compression="w", quote=

[R] xirr...

2008-05-13 Thread Alberto Santini
ection method to find the NPV zeroes. #~ Step 2: multiply this value of IRR by 365 to get annual IRR (since, these are daily cash flows). #~ Step 3: refine using the formula =( 1+ R / 365) ^ 365 - 1), where R is the the value obtained in Step2. #~ Regards, Alberto Santini -- View this

Re: [R] Is there in R a function equivalent to the mround, as found in most spreadsheets?

2008-05-11 Thread Alberto Santini
Hello Luca. Dr. Ottorino-Luca Pantani wrote: > > ... > > c(1803.02, 193.51, 3.47) > > Each solution is to be taken with 3 different pipettes (5000, 250 and 10 > µL Volume max) and each of those delivers volumes in steps of 50 µL, 5 > µL or 1µL, respectively > Since the above values would