I just installed PortfolioEffectEstim in R. Generally, I'm new to PortfolioEffect. I wanted to run a simple example from the package reference manual, such as calculating one daily realised vol measure. However, calculating the measure, based on 30 seconds data, takes ages and results in an error:
Error in array("#", dim = min(abs(round(((n - 15)/2) + 0.01))), 0) : 'dimnames' must be a list
I'm running the function on the exact same data used in the tutorials in the reference manual. Thanks for the help in advance!