Portfolio optimization R - Error, portfolioAnalytics package

Question

I am new to R programming. When i try to plot the "optimize.portfolio" object from portfolioAnalytics package, Im getting the error below.

Error in applyFUN(R = R, weights = wts, FUN = risk.col
  argument "arguments" is missing, with no default
In addition: Warning message:
In chart.Scatter.DE(object = DE, risk.col = risk.col, return.col = return.col, 
  mean or ES do  not match extractStats output of $objective_measures slot

Below is my code.

library(PortfolioAnalytics)
library(DEoptim)
library(PerformanceAnalytics)

#get stock data
s = c("AMGN", "CSCO", "BA", "C")
start = "2017-01-01"
end = "2019-01-01"
getSymbols(s, from = start, to = end)

#create dateframe with close prices
p.price = NULL
for ( i in seq_along(s)){
  j = s[i]
  p.price = cbind(p.price, Cl(get(j)))
}
p.ret = na.omit(ROC(p.price))
colnames(p.ret) = gsub(".Close", "", colnames(p.ret))
funds = colnames(p.ret)
#create portfolio
ip = portfolio.spec(funds)
ip = add.constraint(ip, type ="weight_sum",
                    min_sum = 0.99, max_sum = 1.01)
ip = add.constraint(ip, type = "long_only")
ip = add.objective(ip, type = "return", name  = "mean")
ip = add.objective(ip, type = "risk", name = "StdDev")
.storage = new.env()
opt = optimize.portfolio(p.ret, ip, optimize_method = "DEoptim",
                         search_size = 1000, trace  = TRUE, traceDE = 5)

running the two below gives the mentioned error message

plot(opt)
chart.RiskReward(opt)

running the below, plots the weights without problem

chart.Weights(opt)

Thanks in advance!

Answer 1

The argument risk.col in chart.RiskReward() is set to "ES" by default, but you call function add.objective() by setting type = "risk", name = "StdDev".

try setting name = "ES" in add.objective(), or setting risk.col = "StdDev" in chart.RiskReward()