[R-SIG-Finance] PerformanceAnalytics package installation

Brian G. Peterson brian at braverock.com
Tue Mar 6 20:21:23 CET 2007


On Monday 05 March 2007 10:24, Brian G. Peterson wrote:
> PerformanceAnalytics R package for Performance and Risk Analysis
>
> We are pleased to release for the use and review of our peers and
> mentors this R package of econometric tools for performance and risk
> analysis.
>
> We are soliciting feedback on the PerformanceAnalytics package on
> R-SIG-Finance in preparation for releasing this package to CRAN and
> submission to one of the implementation journals.  We believe that the
> code here is stable and usable, please report any problems that you
> encounter.  We intend to continue adding documentation and examples
> during this review period as well, so please suggest refinements,
> examples, or references.  We intend to write a vignette that can
> include inline equations, code, and graphics as part of the publication
> process, but that may not be completed before the first release to
> CRAN.
>
> PerformanceAnalytics R package version 0.9.3 (v1.0rc1)

I've received a few requests for information on how to install the 
Performanceanalytics package tarball,especially on MS Windows.

I've done a bit more digging, and here's what I've found:

I install from the shell command line with 

R CMD INSTALL PerformanceAnalytics_0.9.3.tar.gz

I don't directly know how to install a package tarball under R for 
Windows.

Here's what I was able to find with a bit of digging...

I don't see any instructions on installing source packages in Windows 
here:
http://wiki.r-project.org/rwiki/doku.php?id=getting-started:installation:packages

On this page:
http://cran.r-project.org/doc/manuals/R-admin.html

I see this:

<quote>
What install.packages does by default is different on Unix and Windows. On 
Unix-alikes (include MacOS X unless running from the GUI console) it 
consults the list of available source packages on CRAN (or other 
repository/ies), downloads the latest version of the package sources, and 
installs them (via R CMD INSTALL). On Windows it looks (by default) at 
the list of binary versions of packages available for your version of R 
and downloads the latest versions (if any), although optionally it will 
also download and install a source package by setting the type argument.

install.packages can install a source package from a local .tar.gz file by 
setting argument repos to NULL.

On Windows install.packages can also install a binary package from a local 
zip file by setting argument repos to NULL.
</quote>

Hope it helps...

Regards,

   - Brian

-- 
773-459-4973 mobile
http://braverock.com/brian/resume-quant.pdf



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