[R] Installing package QRMlib

[DT54321]

I wouldn't see myself as an experienced R user soI would appreciate if anyone
is able to give me a clear set of instructions on how to install and load
QRMlib. The steps I've followed are:

1: Download 'QRMlib_1.4.5.1.tar.gz' from
http://cran.r-project.org/src/contrib/Archive/QRMlib/ to my local folder.

2. QRMlib depends on methods, fCalendar, fEcofin, mvtnorm, chron,its,Hmisc
so I install all of these. I install teh following from within RStuidos
using the  Packages tab:

a) mvtnorm
b) chron
c) its
d) Hmisc 
e) methods

And download the tar.gz files from the archive for:

A) fCalendar
b) fEcofin

In R, I also use the install.packages with type = "source" and repos = NULL
to install the packages listed in A) and B)

3. In R, then enter

iinstall.packages(file_name, type ="source", repos = NULL)

where file_name is the directory for QRMlib_1.4.5.1.tar.gz.

It outputs the following error:

Installing package(s) into ‘C:/Program Files/R/R-2.14.1/library’
(as ‘lib’ is unspecified)
* installing *source* package 'QRMlib' ...
** Creating default NAMESPACE file
** libs
ERROR: compilation failed for package 'QRMlib'
* removing 'C:/Program Files/R/R-2.14.1/library/QRMlib'
* restoring previous 'C:/Program Files/R/R-2.14.1/library/QRMlib'
Warning in install.packages :
  running command 'C:/PROGRA~1/R/R-214~1.1/bin/i386/R CMD INSTALL -l
"C:/Program Files/R/R-2.14.1/library"  
"my_local_folder/QRMlib_1.4.5.1.tar.gz"' had status 1
Warning in install.packages :
  installation of package ‘Pmy_local_folder/QRMlib_1.4.5.1.tar.gz’ had
non-zero exit status

Please help!

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