Well, because QRMlib interfaces C routines (IIRC), the error message is pretty 
indicative, i.e. these routines cannot be compiled. Now, without further 
information there is not much to recommend, but:

1) check your RTools installation
2) Ask the package maintainer (cc'ed) when he will re-release QRMlib on CRAN, 
be patient until the binaries have been populated and use install.packages()

Best,
Bernhard

-----Ursprüngliche Nachricht-----
Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im 
Auftrag von DT54321
Gesendet: Mittwoch, 29. Februar 2012 14:17
An: r-help@r-project.org
Betreff: Re: [R] Installing package QRMlib

I wouldn't see myself as an experienced R user soI would appreciate if anyone 
is able to give me a clear set of instructions on how to install and load 
QRMlib. The steps I've followed are:

1: Download 'QRMlib_1.4.5.1.tar.gz' from 
http://cran.r-project.org/src/contrib/Archive/QRMlib/ to my local folder.

2. QRMlib depends on methods, fCalendar, fEcofin, mvtnorm, chron,its,Hmisc so I 
install all of these. I install teh following from within RStuidos using the  
Packages tab:

a) mvtnorm
b) chron
c) its
d) Hmisc
e) methods

And download the tar.gz files from the archive for:

A) fCalendar
b) fEcofin

In R, I also use the install.packages with type = "source" and repos = NULL to 
install the packages listed in A) and B)

3. In R, then enter

iinstall.packages(file_name, type ="source", repos = NULL)

where file_name is the directory for QRMlib_1.4.5.1.tar.gz.

It outputs the following error:

Installing package(s) into ‘C:/Program Files/R/R-2.14.1/library’
(as ‘lib’ is unspecified)
* installing *source* package 'QRMlib' ...
** Creating default NAMESPACE file
** libs
ERROR: compilation failed for package 'QRMlib'
* removing 'C:/Program Files/R/R-2.14.1/library/QRMlib'
* restoring previous 'C:/Program Files/R/R-2.14.1/library/QRMlib'
Warning in install.packages :
  running command 'C:/PROGRA~1/R/R-214~1.1/bin/i386/R CMD INSTALL -l 
"C:/Program Files/R/R-2.14.1/library"  
"my_local_folder/QRMlib_1.4.5.1.tar.gz"' had status 1 Warning in 
install.packages :
  installation of package ‘Pmy_local_folder/QRMlib_1.4.5.1.tar.gz’ had non-zero 
exit status

Please help!

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