[R-SIG-Finance] racd package

Samit Paul samitpaulin at gmail.com
Sat Jan 24 20:17:09 CET 2015


Dear Alexios,

Thanks a lot for your time and such a prompt response. Let me answer your
queries one by one:

1) Yes, I had Rtools installed

2) I tried installing all six packages from the list. Out of them parma and
spd are successfully installed. Rest of them were unsuccessful. However, I
could install rugarch and rmgarch from CRAN. But racd and twinkle are not
yet installed.

3) I would definitely try to install a latest version of R under a
directory and run the code.

4) All additional dependencies  as per your list, were installed

Sorry for not providing you sessionInfo() in the earlier mail. Please find
the same. I will try to follow your suggestion as per point 3 and if you
have anything else as an advice.

> sessionInfo()
R version 3.0.3 (2014-03-06)
Platform: i386-w64-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_India.1252  LC_CTYPE=English_India.1252
[3] LC_MONETARY=English_India.1252 LC_NUMERIC=C
[5] LC_TIME=English_India.1252

attached base packages:
[1] parallel  stats     graphics  grDevices utils     datasets  methods
base

other attached packages:
 [1] spd_2.0-0                  parma_1.5-2                nloptr_1.0.0

 [4] Matrix_1.1-2               numDeriv_2012.9-1          ucminf_1.1-3

 [7] Rsolnp_1.15                truncnorm_1.0-7            pracma_1.6.4

[10] devtools_1.7.0             fArma_3010.79              rmgarch_1.2-8

[13] rbenchmark_1.0.0           psych_1.4.5                corrgram_1.5

[16] seriation_1.0-13           copula_0.999-8             sos_1.3-8

[19] brew_1.0-6                 ismev_1.39                 mgcv_1.7-28

[22] evir_1.7-3                 gPdtest_0.4                vars_1.5-2

[25] lmtest_0.9-31              strucchange_1.5-0          arfima_1.2-5

[28] ltsa_1.4.4                 moments_0.13               tseries_0.10-32

[31] POT_1.1-3                  plm_1.3-1                  sandwich_2.2-10

[34] Formula_1.1-1              nlme_3.1-113               bdsmatrix_1.3-1

[37] ggplot2_0.9.3.1            fracdiff_1.4-2
fExtremes_3010.81
[40] fTrading_2160.77           fGarch_3010.82
fUnitRoots_3010.78
[43] fBasics_3010.86            MASS_7.3-29
 timeSeries_3010.97
[46] urca_1.2-7                 forecast_5.3               timeDate_3010.98

[49] rugarch_1.3-1              quantmod_0.4-0             TTR_0.22-0

[52] Defaults_1.1-1             PerformanceAnalytics_1.1.0 xts_0.9-3

[55] zoo_1.7-9

loaded via a namespace (and not attached):
 [1] ADGofTest_0.3               Bessel_0.5-5                bit_1.1-12

 [4] bitops_1.0-6                cluster_1.14.4
 colorspace_1.2-4
 [7] corpcor_1.6.7               dichromat_2.0-0             digest_0.6.4

[10] DistributionUtils_0.5-1     expm_0.99-1.1               ff_2.2-13

[13] FRAPO_0.3-8                 gclus_1.3.1
GeneralizedHyperbolic_0.8-1
[16] grid_3.0.3                  gsl_1.9-10                  gtable_0.1.2

[19] httr_0.6.1                  KernSmooth_2.23-10          ks_1.9.0

[22] labeling_0.2                lattice_0.20-27             misc3d_0.8-4

[25] munsell_0.4.2               mvtnorm_0.9-9997            nnet_7.3-7

[28] pcaPP_1.9-49                plyr_1.8.1                  proto_0.3-10

[31] pspline_1.0-16              quadprog_1.5-5
 RColorBrewer_1.0-5
[34] Rcpp_0.11.1                 RCurl_1.95-4.5              reshape2_1.2.2

[37] rgl_0.93.996                Rglpk_0.6-0                 scales_0.2.3

[40] SkewHyperbolic_0.3-2        slam_0.1-32
stabledist_0.6-6
[43] stats4_3.0.3                stringr_0.6.2               tools_3.0.3

[46] TSP_1.0-9


Regards,

Samit

On Sun, Jan 25, 2015 at 12:07 AM, alexios <alexios at 4dscape.com> wrote:

> You've not provided a sessionInfo(), but I can see that that you are on
> Windows and your R version is quite old now.
>
> 1. Do you have Rtools installed?
> 2. Have you tried building any other program from source?
> 3. On windows it is recommended that you have R installed under a
> directory without spaces (NOT 'Program Files').
> 4. There are additional dependencies which should probably also be
> installed (e.g. rugarch, xts, Rsolnp, ucminf, numDeriv, zoo, parma, Matrix).
>
> I can't replicate this on R 3.1.2 so there is little else I can help you
> with beyond the hints above.
>
> Alexios
>
>
>
> On 24/01/2015 17:54, Samit Paul wrote:
>
>> Hello Alexios and team,
>>
>> I tried to install racd package in R-studio from bitbucket. I installed
>> and
>> attached "devtools". But while I am trying to install "racd", I am getting
>> the following error comment. I would highly appreciate if you kindly
>> advise
>> on the same.
>>
>>  require("devtools")
>>>
>>
>>  install_bitbucket("racd","alexiosg")
>>>
>> Downloading bitbucket repo alexiosg/racd at master
>> Installing racd
>> "C:/PROGRA~1/R/R-30~1.3/bin/i386/R" --vanilla CMD INSTALL  \
>>
>> "C:/Users/Sumit/AppData/Local/Temp/RtmpQ3gpvM/
>> devtools8ac319a4457/alexiosg-racd-45894f1c7ba3"
>>   \
>>    --library="C:/Users/Sumit/Documents/R/win-library/3.0" --install-tests
>>
>> * installing *source* package 'racd' ...
>> ** libs
>>
>> *** arch - i386
>> Warning: running command 'make -f
>> "C:/PROGRA~1/R/R-30~1.3/etc/i386/Makeconf" -f
>> "C:/PROGRA~1/R/R-30~1.3/share/make/winshlib.mk" SHLIB="racd.dll"
>> OBJECTS="acd.o distributions.o filters.o gig.o nig.o racd.o"' had status
>> 127
>> ERROR: compilation failed for package 'racd'
>> * removing 'C:/Users/Sumit/Documents/R/win-library/3.0/racd'
>> Error: Command failed (1)
>> In addition: Warning message:
>> Username parameter is deprecated. Please use alexiosg/racd
>>
>>  build_vignettes=FALSE
>>> vignette(package="racd")
>>>
>>
>> Error in find.package(package, lib.loc) :
>>    there is no package called ‘racd’
>>
>> Regards,
>>
>> Samit
>>
>>         [[alternative HTML version deleted]]
>>
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>

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