itermax does not accept a class numeric from variable

[OmarOmeiri]

can't seem to pass a value into the itermax argument.

This does not work

 itermax <- 50
 prtf <- optimize.portfolio(asset_returns, portfolio = base_pf, optimize_method = c("DEoptim"), search_size = search_size, itermax = itermax,  traceDE=20, trace=T)

and this works just fine

prtf <- optimize.portfolio(asset_returns, portfolio = base_pf, optimize_method = c("DEoptim"), search_size = search_size, itermax = 50, traceDE=20, trace=T) I will build an API using this, so no, I cannot just put the number in there, it comes from outside the script.

I've tried to put it into a numeric vector and extract the number from it, tried to itermax = as.numeric(itermax)

but absolutely no success.

I get a non-numeric argument to binary operator error.

Error in search_size/itermax: non-numeric argument to binary operator
Traceback:

1. c(df_all_weights, max_sr_weights, ef_df, risk_return_plot, max_sr_rets, 
 .     all_assets_plot, non_zero_assets_plot) %<-% portfolio_build(returns, 
 .     group_max_alloc, group_indexes, search_size)
2. tryCatch(multi_assign(substitute(x), value, parent.frame()), 
 .     invalid_lhs = function(e) {
 .         stop("invalid `%<-%` left-hand side, ", e$message, call. = FALSE)
 .     }, invalid_rhs = function(e) {
 .         stop("invalid `%<-%` right-hand side, ", e$message, call. = FALSE)
 .     })
3. tryCatchList(expr, classes, parentenv, handlers)
4. tryCatchOne(tryCatchList(expr, names[-nh], parentenv, handlers[-nh]), 
 .     names[nh], parentenv, handlers[[nh]])
5. doTryCatch(return(expr), name, parentenv, handler)
6. tryCatchList(expr, names[-nh], parentenv, handlers[-nh])
7. tryCatchOne(expr, names, parentenv, handlers[[1L]])
8. doTryCatch(return(expr), name, parentenv, handler)
9. multi_assign(substitute(x), value, parent.frame())
10. portfolio_build(returns, group_max_alloc, group_indexes, search_size)
11. optimize.portfolio(asset_returns, portfolio = base_pf, optimize_method = c("DEoptim"), 
  .     search_size = search_size, itermax = itermax, traceDE = 20, 
  .     trace = T)

What could possibly be the cause of this misinterpretation of the optimize function? Thanks!

[braverock]

this isn't a completely reproducible example, so I can't be sure. I can guess though.

Try setting a different variable for itermax.

n_itermax <- 50
optimize.portfolio(asset_returns, portfolio = base_pf, optimize_method = c("DEoptim"), search_size = search_size, itermax = n_itermax,  traceDE=20, trace=TRUE)

my guess is that you are experiencing a scoping and lazy evaluation problem, and by the time itermax is evaluated, it has been reset somewhere to a default, but if you use a different variable name, when it is evaluated it will always be your value.

[braverock]

if this doesn't work, please provide a self contained reproducible example, and we will try to debug.