[R] "prob" package alternative

[David Winsemius]

> On Nov 2, 2017, at 11:15 AM, Tiby Kantrowitz <tlkantro at gmail.com> wrote:
> 
> The issue is fAsianOptions. Is there a version that works with the latest version of R? If not, which version of it works with which version of R and where can it be found? I tried several at the archive already.

sessionInfo()
R version 3.4.2 Patched (2017-10-04 r73465)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: OS X El Capitan 10.11.6

> 


packageDescription("fAsianOptions")
Package: fAsianOptions
Version: 3010.79
Revision: 5522
Date: 2013-06-23
Title: EBM and Asian Option Valuation
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), timeDate, timeSeries, fBasics, fOptions
Suggests: RUnit
Maintainer: Yohan Chalabi <yohan.chalabi at rmetrics.org>
Description: Environment for teaching "Financial Engineering and Computational Finance"
Note: Several parts are still preliminary and may be changed in the future. this
          typically includes function and argument names, as well as defaults for
          arguments and return values.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-06-23 18:22:14 UTC; yohan
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2013-06-24 01:53:27
Built: R 3.4.2; x86_64-apple-darwin15.6.0; 2017-11-01 22:45:02 UTC; unix



> Alternatively, is there another package that behaves similarly to prob?
> 
> 
> 
> On Wed, Nov 1, 2017 at 6:17 PM, David Winsemius <dwinsemius at comcast.net> wrote:
> 
> > On Nov 1, 2017, at 12:51 PM, Tiby Kantrowitz <tlkantro at gmail.com> wrote:
> >
> > The prob package has been archived because it depends upon some other
> > packages which have issues.
> >
> > However, such projects as Introduction to Probability and Statistics in R
> > depend upon it for learning. There are a few other resources that also use
> > it.
> >
> > Does anyone know of any workarounds?
> >
> > Someone at stack exchange mentioned using R 2.9.
> 
> I'm not sure I would trust that person. They seem a bit uninformed.
> 
> > However, that broke my
> > RStudio (WSOD) and the dependent packages still wouldn't install, anyway.
> 
> The latest version of pkg-prob at the Archive directory of CRAN indicates that it was last updated within this year. The DESCRIPTION file indicates that it does not need compilation, but:
> 
> Depends: combinat, fAsianOptions
> 
> So there should be code in text files in its ../R directory which can be sourced from that directory.
> 
> ~myuser_name$ ls /Users/../Downloads/prob/R
> characteristicfunctions.r       simulation.r                    utils-spaces.r
> genData.R                       spaces-examples.r               utils-subsets.r
> misc.r                          spaces-prob.r
> prob.r                          utils-events.r
> 
> 
> Or you can install from source after downloading:
> 
> install.packages("~/Downloads/prob", repo=NULL,type="source")
> 
> # Success
> 
> 
> >  library(prob)   # So does require having several other packages
> Loading required package: combinat
> 
> Attaching package: ‘combinat’
> 
> The following object is masked from ‘package:utils’:
> 
>     combn
> 
> Loading required package: fAsianOptions
> Loading required package: timeDate
> 
> Attaching package: ‘timeDate’
> 
> The following object is masked from ‘package:cairoDevice’:
> 
>     Cairo
> 
> The following objects are masked from ‘package:PerformanceAnalytics’:
> 
>     kurtosis, skewness
> 
> Loading required package: timeSeries
> 
> Attaching package: ‘timeSeries’
> 
> The following object is masked from ‘package:zoo’:
> 
>     time<-
> 
> Loading required package: fBasics
> 
> 
> Rmetrics Package fBasics
> Analysing Markets and calculating Basic Statistics
> Copyright (C) 2005-2014 Rmetrics Association Zurich
> Educational Software for Financial Engineering and Computational Science
> Rmetrics is free software and comes with ABSOLUTELY NO WARRANTY.
> https://www.rmetrics.org --- Mail to: info at rmetrics.org
> Loading required package: fOptions
> 
> 
> Rmetrics Package fOptions
> Pricing and Evaluating Basic Options
> Copyright (C) 2005-2014 Rmetrics Association Zurich
> Educational Software for Financial Engineering and Computational Science
> Rmetrics is free software and comes with ABSOLUTELY NO WARRANTY.
> https://www.rmetrics.org --- Mail to: info at rmetrics.org
> 
> Attaching package: ‘prob’
> 
> The following objects are masked from ‘package:dplyr’:
> 
>     intersect, setdiff, union
> 
> The following objects are masked from ‘package:base’:
> 
>     intersect, setdiff, union
> 
> >
> >
> >
> > Tiby
> >
> >       [[alternative HTML version deleted]]
> 
> A specific suggestion would be that you read the listinfo and the Posting Guide and learn to post in plain text.
> >
> > ______________________________________________
> > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> 
> David Winsemius
> Alameda, CA, USA
> 
> 'Any technology distinguishable from magic is insufficiently advanced.'   -Gehm's Corollary to Clarke's Third Law
> 
> 
> 
> 
> 
> 

David Winsemius
Alameda, CA, USA

'Any technology distinguishable from magic is insufficiently advanced.'   -Gehm's Corollary to Clarke's Third Law