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October 27, 2011

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David, thanks for reading my blog and discussion.

Systematic Investor

It's a little unclear what the Rhe code on github does. This is partially because the script itself produces errors. Should there be a require/library call at the beginning of it?

Mike, I'm not 100% sure myself, you might need to contact the post author. He did note that the Rdonlp2 library requires R 2.9.

OK, thanks that helps.

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