[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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