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install.libs error

Reporting back after a clean reinstall of R using directions and resources at https://mac.r-project.org, both data.table and RQuantLib are working as expected.  data.table has openmp enabled.  RQuantLib has intraday enabled.  There was no need to use Makevars file.

One observation about liblzma and PCRE2 libraries.  These libraries are required before R installation.  While these can be installed using install.libs() function,  that is only possible after R installation.  Therefore, these need to be downloaded, unpacked, then installed using ./configure, make, and make install.  While experienced users are comfortable with this procedure, new users may be tempted to avoid this by using a package manager like HomeBrew or MacPorts.  As pointed out on this website, and confirmed by my experience, libraries installed using package managers do not always work well with directly installed libraries.  R core group should consider either (i) including these libraries within R package installer, or (ii) providing some more instructions on installing these libraries (similar to OpenMP page).  

A similar problem will arise when a new version of R uses updated versions of liblzma and PCRE2. 

Thanks everyone for their help and patience,
Naresh