> # (2) compute portfolio with the lowest risk for a given return
> minriskSpec<-portfolioSpec()
> setType(minriskSpec)<-'CVaR'
Solver set to solveRquadprog
setSolver: solveRglpk
> setAlpha(minriskSpec)<-0.05
> setSolver(minriskSpec)<-'solveRglpk'
> setTargetReturn(minriskSpec)<-getTargetReturn(feasPortfolio@portfolio)['mean']
> minriskPortfolio<-efficientPortfolio(data = rts,spec = minriskSpec,constraints = 'LongOnly')
Error in get(as.character(FUN), mode = "function", envir = envir) :
  object 'solveRglpk' of mode 'function' was not found