Running examples in ‘RiskPortfolios-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: optimalPortfolio
> ### Title: Optimal portfolio
> ### Aliases: optimalPortfolio
> ### Keywords: optimize
> 
> ### ** Examples
> 
> # Load returns of assets or portfolios
> data("Industry_10")
> rets = Industry_10
> 
> # Mean estimation
> mu = meanEstimation(rets)
> 
> # Covariance estimation
> Sigma = covEstimation(rets)
> 
> # Semi-deviation estimation
> semiDev = semidevEstimation(rets)
> 
> # Mean-variance portfolio without constraint and gamma = 0.89
> optimalPortfolio(mu = mu, Sigma = Sigma)
      NoDur       Durbl       Manuf       Enrgy       HiTec       Telcm 
 0.26695643 -0.08924691 -0.63735698 -0.69270501  0.89989319 -0.82742959 
      Shops        Hlth       Utils       Other 
 0.14848186  0.49988613  1.20518357  0.22633732 
> 
> # Mean-variance portfolio without constraint and gamma = 1
> optimalPortfolio(mu = mu, Sigma = Sigma, 
+   control = list(gamma = 1))
      NoDur       Durbl       Manuf       Enrgy       HiTec       Telcm 
 0.26695643 -0.08924691 -0.63735698 -0.69270501  0.89989319 -0.82742959 
      Shops        Hlth       Utils       Other 
 0.14848186  0.49988613  1.20518357  0.22633732 
> 
> # Mean-variance portfolio without constraint and gamma = 0.89
> optimalPortfolio(mu = mu, Sigma = Sigma, 
+   control = list(type = 'mv'))
      NoDur       Durbl       Manuf       Enrgy       HiTec       Telcm 
 0.26695643 -0.08924691 -0.63735698 -0.69270501  0.89989319 -0.82742959 
      Shops        Hlth       Utils       Other 
 0.14848186  0.49988613  1.20518357  0.22633732 
> 
> # Mean-variance portfolio without constraint and gamma = 0.89
> optimalPortfolio(mu = mu, Sigma = Sigma, 
+   control = list(type = 'mv', constraint = 'none'))
      NoDur       Durbl       Manuf       Enrgy       HiTec       Telcm 
 0.26695643 -0.08924691 -0.63735698 -0.69270501  0.89989319 -0.82742959 
      Shops        Hlth       Utils       Other 
 0.14848186  0.49988613  1.20518357  0.22633732 
> 
> # Mean-variance portfolio with the long-only constraint and gamma = 0.89
> optimalPortfolio(mu = mu, Sigma = Sigma, 
+   control = list(type = 'mv', constraint = 'lo'))
Error in dyn.load(file, DLLpath = DLLpath, ...) : 
  unable to load shared object '/home/hornik/tmp/R.check/r-devel-gcc/Work/build/Packages/quadprog/libs/quadprog.so':
  /home/hornik/tmp/R.check/r-devel-gcc/Work/build/Packages/quadprog/libs/quadprog.so: failed to map segment from shared object
Calls: optimalPortfolio ... getNamespace -> loadNamespace -> library.dynam -> dyn.load
Execution halted