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RQuantLib/Quantlib for R-3.0.2 (Linux) ?

4 messages · Mark Knecht, Dirk Eddelbuettel

Original
Mark Knecht
# 
I wanted to install RQuantLib inside of R-Studio on my Gentoo Linux
machine running R-3.0.2 however the install fails complaining about
needing Quantlib:

checking whether g++ accepts -g... (cached) yes
checking for R... yes
checking for Rscript... yes
checking for quantlib-config... no
configure: error: Please install QuantLib before trying to build RQuantLib.
ERROR: configuration failed for package ?RQuantLib?
* removing ?/home/mark/R/x86_64-pc-linux-gnu-library/3.0/RQuantLib?
Warning in install.packages :
  installation of package ?RQuantLib? had non-zero exit status

The downloaded source packages are in
?/tmp/RtmpVvgUYR/downloaded_packages?

My problem is Quantlib doesn't seem to be available through the normal
CRAN mirror I use. (Either USA CA 1 or USA CA 2) Do I need to look
somewhere else to find this?

I seem to have this problem but with far more packages in a Windows VM
running R-3.0.2 so I figured I'd try to solve it for Linux first.

Thanks,
Mark
Dirk Eddelbuettel
# 
Mark,
On 2 November 2013 at 11:31, Mark Knecht wrote:
| I wanted to install RQuantLib inside of R-Studio on my Gentoo Linux
| machine running R-3.0.2 however the install fails complaining about
| needing Quantlib:
| 
| checking whether g++ accepts -g... (cached) yes
| checking for R... yes
| checking for Rscript... yes
| checking for quantlib-config... no
| configure: error: Please install QuantLib before trying to build RQuantLib.
                    ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^

I tried to make this as plain as possible: RQuantLib needs QuantLib.

| ERROR: configuration failed for package ?RQuantLib?
| * removing ?/home/mark/R/x86_64-pc-linux-gnu-library/3.0/RQuantLib?
| Warning in install.packages :
|   installation of package ?RQuantLib? had non-zero exit status
| 
| The downloaded source packages are in
| ?/tmp/RtmpVvgUYR/downloaded_packages?
| 
| My problem is Quantlib doesn't seem to be available through the normal
| CRAN mirror I use. (Either USA CA 1 or USA CA 2) Do I need to look
| somewhere else to find this?

Did you consider Googling this?

You seem to think that QuantLib was somehow related to CRAN; it is not.

On Debian or Ubuntu, you'd so 'sudo apt-get install libquantlib0-dev'.  On
Gentoo, you may have to start from the QuantLib sources.

Dirk
Mark Knecht
#
On Sat, Nov 2, 2013 at 12:07 PM, Dirk Eddelbuettel <edd at debian.org> wrote:
<SNIP>
I did.
Yikes! I very much did!
I could have looked at the for the rest of the weekend and I doubt
that the idea that it was code I had to compile myself would never had
entered my mind.

Thanks! It was in portage. dev-lib\quantlib is installed and now
RQuantLib installs fine.

Going one step further, I guess if I wanted to use RQuantLib in
Windows then the same issues apply and I'd have to figure out how to
run the R toolchain to make it work?

Thanks,
Mark
Dirk Eddelbuettel
#
On 2 November 2013 at 12:36, Mark Knecht wrote:
| Going one step further, I guess if I wanted to use RQuantLib in
| Windows then the same issues apply and I'd have to figure out how to
| run the R toolchain to make it work?

If you want to (re-)build RQuantLib from source, or alter it: yes.

If you just want to run RQuantLib, use the Windows binary from CRAN.

Dirk