[R] Rmetrics, RQuantlib
Diethelm Wuertz
wuertz at itp.phys.ethz.ch
Sat May 22 18:29:36 CEST 2004
Dear Rmetrics User,
Rmetrics is currently availalble as source and binary packages for all 4
packages fBasics, fSeries, fExtremes and fOptions
(for Windows).
Linux, Mac )X - Currently I remove all Windows specific parts from the
sources. If the packages pass all checks I will
move the packages to the CRAN server. Please apologize if this takes
some more time.
RQuantlib offers a lot of material for financial engineers. It is
especially strong for American options. I would also be happy
to see it on CRAN (compiled) and hopefully somebody helps me to make it
usable from Rmetrics.
Diethelm Wuertz
www.rmetrics.org
Uwe Ligges wrote:
> Jason.L.Higbee at stls.frb.org wrote:
>
>> R:
>>
>> Is there a reason why there isn't a Windows Binary version of
>> RQuantlib on CRAN? Usually when there is no binary, I just source
>> the source code, but this one appears to have various calls and
>> methods and things like that so I'm hesitant to do so. I know there
>> has been a big discussion on why Rmetrics doesn't have source for
>> unix/linux, but that isn't on CRAN. Through that Rmetrics thread, I
>> think I read that all CRAN packages have source (except for one), but
>> shouldn't all CRAN packages also have binary?
>
>
> All CRAN packages *do* have a source version.
> But *not* all CRAN packages have binaries.
>
> See http://cran.r-project.org/bin/windows/contrib/checkSummaryWin.html
> what hapens to the package. hat page points you to
> http://cran.r-project.org/bin/windows/contrib/1.9/ReadMe
>
> Uwe Ligges
>
>
>
>> Think they should.
>>
>> Jason Higbee
>> Research Associate
>> Federal Reserve Bank of St. Louis
>> E: jason.l.higbee at stls.frb.org
>> The views expressed in this email are the author's and not
>> necessarily those of the Federal Reserve Bank of St. Louis or the
>> Federal Reserve System
>> [[alternative HTML version deleted]]
>>
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>
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