require(CLA) b64 <- .Machine$sizeof.pointer == 8 cat(sprintf("%d bit platform type '%s'\n", if(b64) 64 else 32, .Platform$OS.type)) (nonWindows <- .Platform$OS.type != "windows") arch <- Sys.info()[["machine"]] .M <- .Machine; str(.M[grep("^sizeof", names(.M))]) ## differentiate long-double.. ## Do we have 64bit but no-long-double ? b64nLD <- (arch == "x86_64" && .M$sizeof.longdouble != 16) if(b64nLD) arch <- paste0(arch, "--no-long-double") arch data(muS.sp500)## <<-- working from this data --------------------- ##--> ../man/findMu.Rd -- has this example -- set.seed(2016) iS <- sample.int(length(muS.sp500$mu), 17) cov17 <- muS.sp500$covar[iS, iS] CLsp.17 <- CLA(muS.sp500$mu[iS], covar=cov17, lB=0, uB = 1/2) CLsp.17 # 16 turning points tpS <- CLsp.17$MS_weights[,"Sig"] str(s0 <- c(min(tpS), seq(0.0188, 0.039, by = 0.0001), max(tpS))) mu.. <- findMu(s0, result=CLsp.17, covar=cov17) str(mu..) stopifnot(dim(mu..$weight) == c(17, length(s0))) ## and then plots ##--> ../man/findSig.Rd -- has this example set.seed(2018) iS <- sample.int(length(muS.sp500$mu), 21) cov21 <- muS.sp500$covar[iS, iS] CLsp.21 <- CLA(muS.sp500$mu[iS], covar=cov21, lB=0, uB = 1/2) CLsp.21 # had 14, now (R-devel new sample()) 21 turning points tpM <- CLsp.21$MS_weights[,"Mu"] str(m0 <- c(min(tpM), seq(0.0028, 0.0052, by = 0.00005), max(tpM))) sig. <- findSig(m0, result=CLsp.21, covar=cov21) str(sig.) stopifnot(dim(sig.$weight) == c(21, length(m0))) ## and then plots