[R] Problem installing tseries under FC7 x86_64

[Michael Steinbeck-Reeves]

I have just installed the 64 bit version of R, using yum. The version
is: 2.6.2-1.fc7.1.x86_64.

I installed zoo without any major problem and the same with quadprog (a
few warnings). However, when I came to install tseries I get the
following:

 install.packages()
Warning in install.packages() :
  argument 'lib' is missing: using
'/home/xxxxxx/R/x86_64-redhat-linux-gnu-library/2.6'
trying URL
'http://cran.uk.r-project.org/src/contrib/tseries_0.10-14.tar.gz'
Content type 'application/x-gzip' length 171219 bytes (167 Kb)
opened URL
==================================================
downloaded 167 Kb

* Installing *source* package 'tseries' ...
** libs
gcc -m64 -std=gnu99 -I/usr/include/R -I/usr/include/R
-I/usr/local/include    -fpic  -O2 -g -pipe -Wall
-Wp,-D_FORTIFY_SOURCE=2 -fexceptions -fstack-protector
--param=ssp-buffer-size=4 -m64 -mtune=generic -c arma.c -o arma.o
gcc -m64 -std=gnu99 -I/usr/include/R -I/usr/include/R
-I/usr/local/include    -fpic  -O2 -g -pipe -Wall
-Wp,-D_FORTIFY_SOURCE=2 -fexceptions -fstack-protector
--param=ssp-buffer-size=4 -m64 -mtune=generic -c bdstest.c -o bdstest.o
bdstest.c:25:15: error: R.h: No such file or directory
bdstest.c: In function ‘freeall’:
bdstest.c:86: warning: implicit declaration of function ‘Free’
bdstest.c: In function ‘evalc’:
bdstest.c:172: warning: implicit declaration of function ‘Rprintf’
bdstest.c: In function ‘fkc’:
bdstest.c:289: warning: implicit declaration of function ‘Calloc’
bdstest.c:289: error: expected expression before ‘int’
bdstest.c:289: warning: assignment makes pointer from integer without a
cast
bdstest.c:290: error: expected expression before ‘int’
bdstest.c:290: warning: assignment makes pointer from integer without a
cast
bdstest.c:295: error: expected expression before ‘struct’
bdstest.c:295: warning: assignment makes pointer from integer without a
cast
bdstest.c:300: error: expected expression before ‘short’
bdstest.c:300: warning: assignment makes pointer from integer without a
cast
bdstest.c:307: error: expected expression before ‘short’
bdstest.c:307: warning: assignment makes pointer from integer without a
cast
bdstest.c:309: warning: implicit declaration of function ‘error’
bdstest.c:352: warning: implicit declaration of function ‘qsort’
make: *** [bdstest.o] Error 1
ERROR: compilation failed for package 'tseries'
** Removing '/home/xxxxx/R/x86_64-redhat-linux-gnu-library/2.6/tseries'

The downloaded packages are in
        /tmp/RtmpocpCZU/downloaded_packages
Warning message:
In install.packages() :
  installation of package 'tseries' had non-zero exit status

I realise that R.h is missing and is not on my machine anywhere. What
have I missed?

Thanks,

Michael