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

Keith S Weintraub kw1958 at gmail.com
Thu Aug 21 02:41:56 CEST 2014


Joshua,
Thanks for the help.

As you can see below (clearly?) I did have QuantLib built. Maybe it's an older version?

I will look into putting the built binaries in my include path as that wasn't something that I knew was necessary.

Also I will try to put the binaries in my include path.

Thanks again,
Best,
KW

--

On Aug 20, 2014, at 8:28 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:

> 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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