Recent News
R version 3.1
The latest version of R was released a few days ago. Version 1.06 of Portfolio Probe was built and tested with R 3.1.0. That version is now in the Portfolio Probe repository.
Browsing the Portfolio Probe repository
Speaking of the repository, there was a period when it was not possible to browse it. But now you can point a browser at http://www.portfolioprobe.com/R and get something useful. The repository is under the bin subdirectory.
Loading problems
Some people have recently sometimes had problems loading the code for Portfolio Probe. The cause is unknown, but quitting R and trying again often works. The message is usually something about illegal memory location.
Bug with thresholds and minimum weights
Version 1.06 introduced the min.weight.threshold argument.
There's a bug: if you use both that argument and threshold and there is a benchmark, then there will be a complaint about infinite values in threshold.
The easiest workaround is to add a row in threshold for the benchmark.
Weights from random portfolios
A command like:
valuation(randomPorts, prices, type="weight")
seems like a way to get weights from random portfolios. It isn't -- it gives values (with no indication that we are not getting what we expect).
The development version provides a warning for this command.
The actual way to get what we want is:
valuation(randomPorts, prices, weight=TRUE)
Thank you
Thanks for your interest in Portfolio Probe.
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