I ran into an error installing the RQuantLib package (messages below). According to the Github Repo, it requires Quantlib (the C++ Quantitative library that RQuantLib uses) to be installed. How do I do that? Thank you.
install.packages("RQuantLib")
Installing package into ‘/home/rstudio-user/R/x86_64-pc-linux-gnu-library/3.6’
(as ‘lib’ is unspecified)
trying URL 'http://package-proxy/src/contrib/RQuantLib_0.4.10.tar.gz'
Content type 'application/x-gzip' length 189600 bytes (185 KB)
==================================================
downloaded 185 KB
- installing source package ‘RQuantLib’ ...
** package ‘RQuantLib’ successfully unpacked and MD5 sums checked
** using staged installation
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++ -std=gnu++11 accepts -g... yes
checking how to run the C++ preprocessor... g++ -std=gnu++11 -E
checking whether we are using the GNU C++ compiler... (cached) yes
checking whether g++ -std=gnu++11 accepts -g... (cached) yes
checking for R... yes
checking for quantlib-config... yes
configure: WARNING: RQuantLib requires QuantLib (>= 1.14).
configure: error: Please upgrade to a current version.
ERROR: configuration failed for package ‘RQuantLib’ - removing ‘/home/rstudio-user/R/x86_64-pc-linux-gnu-library/3.6/RQuantLib’
Warning in install.packages :
installation of package ‘RQuantLib’ had non-zero exit status
The downloaded source packages are in
‘/tmp/RtmpLpbSbp/downloaded_packages’