Frequently Asked Support Questions

Installation

Programming

Installation

What do I do when a firewall blocks an installation?

The situation is that an R command like:

install.packages("PortfolioProbe",
      repos="http://www.portfolioprobe.com/R")

doesn’t work.

There may be various reasons for this, but a common one is that a firewall blocks the download from the Portfolio Probe site to your machine.

An alternative is to download the file via a browser, and then to install the local file into R.

To find the file, you can point your browser at http://www.portfolioprobe.com/R and then go down the directory tree until you find what you want.  For Windows the path from portfolioprobe.com starts R/bin/windows/contrib.  In the contrib directory are subdirectories for the versions of R.

To install the local file, you can do a command like:

install.packages("path/to/file/PortfolioProbe_xxx.zip",
      repos=NULL)

If you are using a GUI frontend, then there is probably an “install from local zip” option.

R 3.2.x says PortfolioProbe is not available. Why?

No idea.  But the solution is to download the zip file via a browser and then install it locally.  This is described directly above.

How do I revert to an older version of Portfolio Probe?

You can download the appropriate file via a browser, and then install the local file into R. This is described in the answer directly above.

How do I install Portfolio Probe into S+?
  • Point your browser at http://www.portfolioprobe.com/Splus
  • Select the version that you want
  • Download the appropriate DLL to your computer
  • Get the dot-q file and source it into S+ (so that the functions end up in a useful place)
  • The final task is to arrange the loading of the DLL file
  • The easiest way to get help files is to use the Portfolio Probe Reference Manual
What do I do if my version of R is too old?

Download the zipfile instance of the Portfolio Probe version that you want from the oldest R version for which it is available — this is R version 2.12 for the lastest Portfolio Probe version.  How to do the download and install it is described above.

You will get a warning that the package was built in a later version — that’s not likely to be a problem.  Portfolio Probe is tested on versions of R much older than what you’ll be using and ones much newer.

The most likely thing to break is help.  If so, then you can just look at the Reference Manual on the Documentation page.

Installation fails using R 2.15.2. What to do?

This may or may not apply to R version 2.15.3 as well.  You get the message:

Warning message:
package ‘PortfolioProbe’ is not available 
  (for R version 2.15.2)

Then nothing else happens.  The solution is to do a command before you install the package:

options(install.packages.check.source = FALSE)
I get a checksum warning when installing, what now?

This has been noticed with Portfolio Probe version 1.06 when installing into some versions of R.  We’re not sure why this happens, but it seems to be benign — no ill effects have been noticed.

Programming

How do I do a series of optimizations through time?

Essentially you just need to do a for loop that changes the inputs appropriately on each iteration.

One example is the pp.serial.opt function that is listed in pprobe_functions01.R.

How do I use Portfolio Probe from within C++?

There is an example in the cookbook.