RQuantLib 0.4.5: Windows is back, and small updates

August 10, 2018
By

(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers)

A brand new release of RQuantLib, now at version 0.4.5, just arrived on CRAN, and will get to Debian shortly. This release re-enables Windows builds thanks to a PR by Jeroen who now supplies a QuantLib library build in his rwinlib repositories. (Sadly, though, it is already one QuantLib release behind, so it would be awesome if a volunteer could step forward to help Jeroen keeping this current.) A few other smaller fixes were made, see below for more.

The complete set of changes is listed below:

Changes in RQuantLib version 0.4.5 (2018-08-10)

  • Changes in RQuantLib code:

    • The old rquantlib.h header is deprecated and moved to a subdirectory. (Some OS confuse it with RQuantLib.h which Rcpp Attributes like to be the same name as the package.) (Dirk in #100 addressing #99).

    • The files in src/ now include rquantlib_internal.h directly.

    • Several ‘unused variable’ warnings have been taken care of.

    • The Windows build has been updated, and now uses an external QuantLib library from ‘rwinlib’ (Jeroen Ooms in #105).

    • Three curve-building example are no longer running by default as win32 has seen some numerical issues.

    • Two Rcpp::compileAttributes generated files have been updated.

Courtesy of CRANberries, there is also a diffstat report for the this release. As always, more detailed information is on the RQuantLib page. Questions, comments etc should go to the rquantlib-devel mailing list off the R-Forge page. Issue tickets can be filed at the GitHub repo.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

To leave a comment for the author, please follow the link and comment on their blog: Thinking inside the box .

R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.

Search R-bloggers


Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)