[R] Package Installation

[Prof Brian Ripley]

On Mon, 21 Mar 2011, Bogaso Christofer wrote:

> Dear all, can somebody guide me how to install the package RQuantLib, for
> which windows binary is not available. I have tried installing it with R CMD
> INSTALL in my windows vista machine (I have Rtools installed), however it
> stopped due to an error saying: "compilation failed for package
> 'RQuantLib'".

And what did the package maintainer say when you asked (see the 
posting guide)?

You'll need to work on the C++ code in the package and its dependent
library QuantLib.

There is a good reason why a Windows binary is not available ....
Actually, I did at some point in 2010 make a x64 binary package by
cross-compiling, but as this is C++ you need an exact match between
the cross-compiler and the native libraries, and in the 32-bit case
the cross-compilers available were not compatible enough.

> What is should do right to install this package?

Use a more capable OS. i.e. one with POSIX 1003 tools and C libraries.

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