[R] installing package from source

[Long Vo]

Hi R users,
Currently I want to fit a FIGARCH model to a dataset. The only package that
allow for it that I could find is fGarch. However it seems that the FIGARCH
model class fitting of this package has been moved to Oxmetrics. I tried to
install the old versions of it using 'tar.gz' files from CRAN archive 
http://cran.r-project.org/src/contrib/Archive/fGarch/
<http://cran.r-project.org/src/contrib/Archive/fGarch/>   but not sure how
it works. I tried

install.packages("myfilepath\fGarch_260.71.tar.gz", repos = NULL,
type="source")

And received this error:

Warning: invalid package './I:
_R filesGarch_260.71.tar.gz'
Error: ERROR: no packages specified
Warning messages:
1: running command '"I:/01_RFI~1/INSTAL~1/R-30~1.1/bin/i386/R" CMD INSTALL
-l "I:\01_R files\installment\R-3.0.1\library" "./I:
_R files
Garch_260.71.tar.gz"' had status 1 
2: In install.packages("I:\001_R files\fGarch_260.71.tar.gz", repos = NULL, 
:
  installation of package ‘./I:
_R filesGarch_260.71.tar.gz’ had non-zero
exit status

Any helps on this?

Regards,
Long



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