I am having issues installing RQuantLib. I recently upgraded R to version 3.5.1 and now it wont install.
I have tried following directions from : This post
Unfortunately it does not work. I have tried downloading the .tar from here and then manualling installing from there but here is the output:
install.packages("C:/Users/frys/Google Drive/R/RQuantLib_0.4.4.tar.gz", repos = NULL, type = "source")
Installing package into ‘C:/Users/frys/Documents/R/win-library/3.5’
(as ‘lib’ is unspecified)
ERROR: Unix-only package
* removing 'C:/Users/frys/Documents/R/win-library/3.5/RQuantLib'
In R CMD INSTALL
Warning in install.packages :
installation of package ‘C:/Users/frys/GOOGLE~1/R/RQuantLib_0.4.4.tar.gz’ had non-zero exit status
library('RQuantLib')
Error in library("RQuantLib") : there is no package called ‘RQuantLib’
# I have also tried the following
install.packages('RQuantLib',type="binary")
Installing package into ‘C:/Users/frys/Documents/R/win-library/3.5’
(as ‘lib’ is unspecified)
Warning in install.packages :
unable to access index for repository https://ghrr.github.io/drat/bin/windows/contrib/3.5:
cannot open URL 'https://ghrr.github.io/drat/bin/windows/contrib/3.5/PACKAGES'
Warning in install.packages :
package ‘RQuantLib’ is not available (as a binary package for R version 3.5.1)
library('RQuantLib')
Error in library("RQuantLib") : there is no package called ‘RQuantLib’
The package was working fine before I upgraded R... Any help is appreciated.
sessionInfo()
R version 3.5.1 (2018-07-02)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows >= 8 x64 (build 9200)
Matrix products: default
locale:
[1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C
[5] LC_TIME=English_United States.1252
attached base packages:
[1] parallel stats graphics grDevices utils datasets methods base
other attached packages:
[1] drat_0.1.4 RSQLite_2.1.1 DBI_1.0.0
[4] rvest_0.3.2 xml2_1.2.0 PerformanceAnalytics_1.5.2
[7] highfrequency_0.5.3 data.table_1.11.4 XML_3.98-1.11
[10] quantmod_0.4-13 TTR_0.23-3 xts_0.10-2
[13] zoo_1.8-2 doParallel_1.0.11 iterators_1.0.9
[16] foreach_1.4.4 pbapply_1.3-4 plyr_1.8.4
[19] jsonlite_1.5 RCurl_1.95-4.10 bitops_1.0-6
[22] derivmkts_0.2.3
loaded via a namespace (and not attached):
[1] Rcpp_0.12.17 compiler_3.5.1 tools_3.5.1 digest_0.6.15 bit_1.1-14
[6] memoise_1.1.0 lattice_0.20-35 curl_3.2 httr_1.3.1 bit64_0.9-7
[11] grid_3.5.1 R6_2.2.2 blob_1.1.1 magrittr_1.5 codetools_0.2-15
[16] mnormt_1.5-5 quadprog_1.5-5
Please read : this post on troubleshooting.
I had to first install Rtools Rtools35.exe. After the installation was completed, I then went into my R-console and typed the following:
#install remotes
install.packages('remotes');library('remotes')
# install RQuantLib: Installation took a few minutes
install_github("eddelbuettel/rquantlib")
# After I ran this, RQuantLib was ready to use
library('RQuantLib')