[R-SIG-Finance] RQuantLib on OS X Mavericks?

Joshua Ulrich josh.m.ulrich at gmail.com
Thu Aug 21 02:28:21 CEST 2014


That clearly says:
"configure: error: Please install QuantLib before trying to build RQuantLib."

So you either, 1) haven't built QuantLib (as Dirk said you needed to),
or 2) haven't put the built binaries in your include path.
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com


On Wed, Aug 20, 2014 at 7:14 PM, Keith S Weintraub <kw1958 at gmail.com> wrote:
> Zach. I hope I am not dragging you down a never ending installation pit. Here are the error messages:
>
> Here are the results from the terminal commands:
>
> ========================================================
> /Users/kw $ ruby -e "$(curl -fsSL https://raw.github.com/Homebrew/homebrew/go/install)"
> It appears Homebrew is already installed. If your intent is to reinstall you
> should do the following before running this installer again:
>     rm -rf /usr/local/Cellar /usr/local/.git && brew cleanup
>
> /Users/kw $ brew install quantlib
> Warning: quantlib-1.4 already installed
>
> ========================================================
>
>
> Here are the install.packages results. It looks like it was able to find the C++ compiler but there were other errors.
>
> ========================================================
>
>> install.packages('RQuantLib', dep=TRUE, type='source')
> also installing the dependency ‘RUnit’
>
> trying URL 'http://cran.stat.ucla.edu/src/contrib/RUnit_0.4.26.tar.gz'
> Error in download.file(url, destfile, method, mode = "wb", ...) :
>   cannot open URL 'http://cran.stat.ucla.edu/src/contrib/RUnit_0.4.26.tar.gz'
> In addition: Warning message:
> In download.file(url, destfile, method, mode = "wb", ...) :
>   cannot open: HTTP status was '0 (null)'
> Warning in download.packages(pkgs, destdir = tmpd, available = available,  :
>   download of package ‘RUnit’ failed
> trying URL 'http://cran.stat.ucla.edu/src/contrib/RQuantLib_0.3.12.tar.gz'
> Content type 'application/x-tar' length 117619 bytes (114 Kb)
> opened URL
> ==================================================
> downloaded 114 Kb
>
> * installing *source* package ‘RQuantLib’ ...
> ** package ‘RQuantLib’ successfully unpacked and MD5 sums checked
> checking for g++... g++
> checking whether the C++ compiler works... yes
> checking for C++ compiler default output file name... a.out
> checking for suffix of executables... checking whether we are cross compiling... no
> checking for suffix of object files... o
> checking whether we are using the GNU C++ compiler... yes
> checking whether g++ accepts -g... yes
> checking how to run the C++ preprocessor... g++ -E
> checking whether we are using the GNU C++ compiler... (cached) yes
> checking whether g++ accepts -g... (cached) yes
> checking for R... yes
> checking for quantlib-config... no
> configure: error: Please install QuantLib before trying to build RQuantLib.
> ERROR: configuration failed for package ‘RQuantLib’
> * removing ‘/Library/Frameworks/R.framework/Versions/3.1/Resources/library/RQuantLib’
> * restoring previous ‘/Library/Frameworks/R.framework/Versions/3.1/Resources/library/RQuantLib’
>
> The downloaded source packages are in
>         ‘/private/var/folders/fc/lqx2wvqx5756sn7kv__1cnmm0000gn/T/RtmpOSZS7f/downloaded_packages’
> Warning message:
> In install.packages("RQuantLib", dep = TRUE, type = "source") :
>   installation of package ‘RQuantLib’ had non-zero exit status
>>
>
> --
>
> On Aug 20, 2014, at 6:14 PM, Zachary Mayer <zach.mayer at gmail.com> wrote:
>
>> Install brew
>> Run this command: brew install quantlib
>>
>> Then run:
>> install.packages('RQuantLib', dep=TRUE, type='source')
>>
>> You may have to tell install.packages() how to find your c++ compiler.
>>
>>
>>
>> On Wed, Aug 20, 2014 at 6:02 PM, Keith Weintraub <kw1958 at gmail.com> wrote:
>> Dirk,
>>
>> Thanks for the clues. Unfortunately your info is a bit too sketchy for me to be able to proceed.
>>
>> Thanks again,
>> Best,
>> KW
>>
>> > On Aug 20, 2014, at 10:51 AM, Dirk Eddelbuettel <edd at debian.org> wrote:
>> >
>> >
>> > On 20 August 2014 at 10:35, Keith S Weintraub wrote:
>> > | Is there a (foolproof) recipe for building RQuantLib on OS X Mavericks?
>> > |
>> > | Any links etc would be appreciated.
>> >
>> > i)  Build QuantLib
>> >
>> > ii) Adjust src/Makevars for RQuantLib as needed.
>> >
>> > Dirk
>> >
>> > --
>> > http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org
>>
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>
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