[R] rmgarch: source package installation problem

[Pietro Coretto]

Dear Users

I tried to install the package "rmgarch". While installing binaries for 
Windows and MacOS didn't cause any issue. The source package 
installation doesn't work.

I tried it on three different OS: Linux Ubuntu 18.04 (64bit), Windows 10 
Pro (64bit) and MacOS Catalina. In all three cases I have worked with a 
fresh R 3.6.2 install. I contacted the maintainer of the package who 
said that it can't reproduce the same issue and that CRAN checks are fine.

Below I report the console output when installing "rmgarch" on my Ubuntu 
18.04 LTS (64bit). I skip the messages regarding installation of the 
required packages (they all installed without issues):


https://pastebin.com/J6XHaP28

I have installed many other packages from source (unsing C, C++, RCpp, 
fortran code, etc) without any issue.


Here the output of  sessionInfo() at the end.

https://pastebin.com/z7ZwU9iR


I hope somebody can tell me what may cause this.

Regards
Pietro