I tried to install PerformanceAnalytics on R version 3.4.2 (2017-09-28), and I get a series of error messages. The most meaningful seemed to be that PerformanceAnalytics was not compatible with my version of R (which is the most up to date one). Then it came up with:
make: *** [momentF.o] Error 1 ERROR: compilation failed for package ‘PerformanceAnalytics’
I happen to have version R version 3.3.3 (2017-03-06) installed on my computer and it installs correctly with this, however, I would like to understand what is going on.
I am not sure if the problem is not connected to anaconda. (I am using the later version of R through anaconda).
Possible if you try to install it from github?
library(devtools)
install_github("cran/PerformanceAnalytics")
I use RStudio as a more robust solution.