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I recently updated to Ubuntu 20.04, as well as to R v4. When updating packages, I ran into an issue with QuantLib. I tried removing/reinstalling, but the reinstall was a different version. RQuantLib is indicating it cannot install, so I am attempting to remove/reinstall QuantLib and Boost. I seem to not be removing everything to have my system perform a "fresh" install.

What steps can I take to fully purge QuantLib/Boost, so I can perform a "fresh" install so that R's RQuantLib package sees a "clean" QuantLib installation?

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I would recommend to slow down and try to decompose all pieces from the top down:

  • easiest and to work: sudo apt install r-cran-rquantlib;will even install R for you if needed.

Or, if you prefer from source:

  • R, ensure it installed and runs; R 4.0.0 is recent and we do have new binaries prebuilt at CRAN
  • QuantLib, should be recent enough in 20.04 though it may just have missed the most recent release
  • Boost, easy just use libboost-all-dev

At this point you should be able to install r-cran-rquantlib off CRAN.

(And yes, I happen to have writtent RQuantLib starting what must now be 18 years ago and upgraded it through all these releases of Debian and QuantLib. I tend to keep binaries of QuantLib at my PPA at Launchpad if the Ubuntu release is behind. I also happen to be the Debian maintainer for R, BH (Boost headers used at CRAN), and QuantLib so I have some rough idea of how the pieces fit together.)

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  • $\begingroup$ Thanks Dirk! I will give that a try. (And yes, I know who you are. I am honored to receive the suggestions from you. I have been using R, and its finance-related packages, for almost a decade, but I learn something new everyday. I also am migrating over to linux from Windows, it just fits better what I want to do in the arena, so I am having a steeper learning curve than usual. Having help from people like you is greatly appreciated. Thanks again. BTW2 - I watched your video to do the R 4.0.0 update. It was nice to see things from your perspective. Thanks for creating that video! ) $\endgroup$
    – fibrou
    Commented May 2, 2020 at 7:28
  • $\begingroup$ I gave it a try @dirk-eddelbuettel and I got a weird dependency issue regarding not having the following: The following packages have unmet dependencies: r-cran-rquantlib : Depends: r-api-3.5 Depends: r-cran-rcpp (>= 0.11.0) but it is not going to be installed Depends: r-cran-zoo but it is not going to be installed But I am running R version 4.0.0 (2020-04-24) -- "Arbor Day" Copyright (C) 2020 The R Foundation for Statistical Computing Platform: x86_64-pc-linux-gnu (64-bit) Why dependency on 3.5? $\endgroup$
    – fibrou
    Commented May 2, 2020 at 7:52
  • $\begingroup$ Zoo is installed > packageDescription("zoo") Package: zoo Version: 1.8-7 Date: 2020-01-10 $\endgroup$
    – fibrou
    Commented May 2, 2020 at 7:55
  • $\begingroup$ Rcpp is also installed: > packageDescription("Rcpp") Package: Rcpp Title: Seamless R and C++ Integration Version: 1.0.4.6 Date: 2020-04-01 Author: Dirk Eddelbuettel, Romain Francois, JJ Allaire, Kevin Ushey, Qiang Kou, Nathan Russell, Douglas Bates and John Chambers $\endgroup$
    – fibrou
    Commented May 2, 2020 at 7:58
  • $\begingroup$ QuantLib and Boost appear to also be "set": > install.packages("RQuantLib") Installing package into ‘/home/fibrou/R/x86_64-pc-linux-gnu-library/4.0’ (as ‘lib’ is unspecified) trying URL 'cloud.r-project.org/src/contrib/RQuantLib_0.4.12.tar.gz' Content type 'application/x-gzip' length 187251 bytes (182 KB) ================================================== downloaded 182 KB * installing source package ‘RQuantLib’ ... ** package ‘RQuantLib’ successfully unpacked and MD5 sums checked ** using staged installation $\endgroup$
    – fibrou
    Commented May 2, 2020 at 8:01

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