Errrors in several demos

[sstoeckl]

Hi!
I have the newest version of R installed and just (again) updated all necessary packages (devtools::install_github("braverock/PortfolioAnalytics")). Now, whatever I try , some of the demos do not work:

demo(backwards_compat): ERROR: Error in constraint(assets = funds, min = 0, max = 0.55, min_sum = 0.99, : you must specify a constraint type
demo(constrained_optim): Error in constraint(assets = colnames(edhec[, 1:10]), min = 0.01, max = 0.4, : you must specify a constraint type
demo(demo_factor_exposure): Error in rp_transform(w = tportfolio, min_sum = min_sum, max_sum = max_sum, : Infeasible portfolio created, perhaps increase max_permutations and/or adjust your parameters.
demo(demo_leverage_exposure_constraint): Error in rp_transform(w = tportfolio, min_sum = min_sum, max_sum = max_sum, : Infeasible portfolio created, perhaps increase max_permutations and/or adjust your parameters.
demo(demo_risk_budgets): Error in optimize.portfolio.rebalancing(R, SDRB.portf, optimize_method = "random", : object 'SDRB.portf' not found^
demo(higher_moments_boudt ): Error in portfolio.moments.boudt(R, init.portf, k = 3) : could not find function "portfolio.moments.boudt"
demo(sortino) : Depends on doMC which is not available for windows
demo(testing_GenSA): Error in constraint(assets = funds, min = -2, max = 2, min_sum = 0.99, : you must specify a constraint type
demo(testing_ROI ): Error in constraint(assets = colnames(edhec), min = -Inf, max = Inf, min_sum = 1, : you must specify a constraint type
demo(testing_pso ): Error in constraint(assets = funds, min = -2, max = 2, min_sum = 0.99, : you must specify a constraint type

Maybe this could be fixed?

Best regards, Sebastian

[sdittmar]

The package development seems to have moved on with some details in the demos lagging behind.
Here are solutions/changes to address all of the errors:
demo(backwards_compat):
gen.constr <- constraint_v1(assets=funds, ...
demo(constrained_optim):
constraints <- constraint_v1(assets = colnames(edhec[, 1:10]), ...
demo(demo_factor_exposure):
lev_constr <- weight_sum_constraint(min_sum=0.98, max_sum=1.02)
demo(demo_leverage_exposure_constraint):
leveraged.portf <- add.constraint(portfolio=leveraged.portf,
type="weight_sum",
min_sum=0.95, max_sum=1.05)
demo(demo_risk_budgets):
# possibly the same setup as in risk_budget_backtesting.R:
SDRB.portf <- add.objective(init.portf, type="risk", name="StdDev")
SDRB.portf <- add.objective(SDRB.portf, type="risk_budget", name="StdDev", max_prisk=0.4)
demo(higher_moments_boudt):
# function is not exported but can be accessed by:
moments.boudt <- PortfolioAnalytics:::portfolio.moments.boudt(R, init.portf, k=3)
minES.lo.boudt <- optimize.portfolio(R=R, portfolio=init.portf,
momentFUN=PortfolioAnalytics:::portfolio.moments.boudt,
k=3, ...
demo(sortino) :
#note: these may not be appropriate on Windows
#require(doMC)
#registerDoMC()
# for Windows
require(doParallel)
registerDoParallel()
SortinoConstr <- constraint_v1(assets = colnames(indexes[,1:4]), ...
# Go buy some coffee until the rebalancing part finishes. With > 500Mb it is too big for a demo...
# Unfortunately, a missing NULL check in extractWeights.optimize.portfolio.rebalancing may
# prevent you from printing the results unless you go into debugging
demo(testing_GenSA):
gen.constr <- constraint_v1(assets = funds, min=-2, ...
demo(testing_ROI ):
gen.constr <- constraint_v1(assets = colnames(edhec), min=-Inf, ...
demo(testing_pso ):
gen.constr <- constraint_v1(assets = funds, min=-2, ...