[R] Installing a Package tar.gz in windows

[Duncan Murdoch]

On 28/03/2011 7:30 AM, Luis Felipe Parra wrote:
> Hello I have downloaded the fPortfolioSolver package from R-forge but I have
> not been able to install it. I don't know exactly where I should place the
> file and which commands to give R. Could somebody please help me with this.
> Thank you

A .tar.gz file contains the source for the package, so you need to 
process it into a binary format to install it.  For simple packages you 
can do this in recent versions of R using

install.packages("fPortfolioSolver.tar.gz", type="source", repos=NULL)

but if it contains compiled code, you'll probably need to install tools 
first.  See the R Installation and Administration Manual for full 
details; the tools are downloadable from 
<http://www.murdoch-sutherland.com/Rtools>.  Once the tools are properly 
installed, the above line should work.

The other way to do it is from a CMD window (not in R), running

R CMD INSTALL fPortfolioSolver.tar.gz

This is equivalent to the R command above, but is sometimes easier to 
set up, because you can easily modify your PATH variable in the CMD window.

Duncan