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

[Joshua Ulrich]

Bah, sorry.  I don't know how brew works, but you need the
"development" files too.  On Windows, that meant you needed the
QuantLib source *and* to build it.  On Ubuntu, you need
"libquantlib0-dev".
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com


On Wed, Aug 20, 2014 at 7:41 PM, Keith S Weintraub <kw1958 at gmail.com> wrote:
> 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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