[R] "prob" package alternative

David Winsemius
Thu, 02 Nov 2017 18:29:13 -0000

> On Nov 2, 2017, at 11:15 AM, Tiby Kantrowitz <tlkantro at gmail.com>
wrote:
>
> The issue is fAsianOptions. Is there a version that works with the latest
version of R? If not, which version of it works with which version of R and
where can it be found? I tried several at the archive already.

sessionInfo()
R version 3.4.2 Patched (2017-10-04 r73465)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: OS X El Capitan 10.11.6

>


packageDescription("fAsianOptions")
Package: fAsianOptions
Version: 3010.79
Revision: 5522
Date: 2013-06-23
Title: EBM and Asian Option Valuation
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), timeDate, timeSeries, fBasics, fOptions
Suggests: RUnit
Maintainer: Yohan Chalabi <yohan.chalabi at rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
Note: Several parts are still preliminary and may be changed in the future. this
          typically includes function and argument names, as well as defaults
for
          arguments and return values.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-06-23 18:22:14 UTC; yohan
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2013-06-24 01:53:27
Built: R 3.4.2; x86_64-apple-darwin15.6.0; 2017-11-01 22:45:02 UTC; unix



> Alternatively, is there another package that behaves similarly to prob?
>
>
>
> On Wed, Nov 1, 2017 at 6:17 PM, David Winsemius <dwinsemius at
comcast.net> wrote:
>
> > On Nov 1, 2017, at 12:51 PM, Tiby Kantrowitz <tlkantro at
gmail.com> wrote:
> >
> > The prob package has been archived because it depends upon some other
> > packages which have issues.
> >
> > However, such projects as Introduction to Probability and Statistics
in R
> > depend upon it for learning. There are a few other resources that also
use
> > it.
> >
> > Does anyone know of any workarounds?
> >
> > Someone at stack exchange mentioned using R 2.9.
>
> I'm not sure I would trust that person. They seem a bit uninformed.
>
> > However, that broke my
> > RStudio (WSOD) and the dependent packages still wouldn't install,
anyway.
>
> The latest version of pkg-prob at the Archive directory of CRAN indicates
that it was last updated within this year. The DESCRIPTION file indicates that
it does not need compilation, but:
>
> Depends: combinat, fAsianOptions
>
> So there should be code in text files in its ../R directory which can be
sourced from that directory.
>
> ~myuser_name$ ls /Users/../Downloads/prob/R
> characteristicfunctions.r       simulation.r
utils-spaces.r
> genData.R                       spaces-examples.r
utils-subsets.r
> misc.r                          spaces-prob.r
> prob.r                          utils-events.r
>
>
> Or you can install from source after downloading:
>
> install.packages("~/Downloads/prob",
repo=NULL,type="source")
>
> # Success
>
>
> >  library(prob)   # So does require having several other packages
> Loading required package: combinat
>
> Attaching package: ?combinat?
>
> The following object is masked from ?package:utils?:
>
>     combn
>
> Loading required package: fAsianOptions
> Loading required package: timeDate
>
> Attaching package: ?timeDate?
>
> The following object is masked from ?package:cairoDevice?:
>
>     Cairo
>
> The following objects are masked from ?package:PerformanceAnalytics?:
>
>     kurtosis, skewness
>
> Loading required package: timeSeries
>
> Attaching package: ?timeSeries?
>
> The following object is masked from ?package:zoo?:
>
>     time<-
>
> Loading required package: fBasics
>
>
> Rmetrics Package fBasics
> Analysing Markets and calculating Basic Statistics
> Copyright (C) 2005-2014 Rmetrics Association Zurich
> Educational Software for Financial Engineering and Computational Science
> Rmetrics is free software and comes with ABSOLUTELY NO WARRANTY.
> https://www.rmetrics.org --- Mail to: info at rmetrics.org
> Loading required package: fOptions
>
>
> Rmetrics Package fOptions
> Pricing and Evaluating Basic Options
> Copyright (C) 2005-2014 Rmetrics Association Zurich
> Educational Software for Financial Engineering and Computational Science
> Rmetrics is free software and comes with ABSOLUTELY NO WARRANTY.
> https://www.rmetrics.org --- Mail to: info at rmetrics.org
>
> Attaching package: ?prob?
>
> The following objects are masked from ?package:dplyr?:
>
>     intersect, setdiff, union
>
> The following objects are masked from ?package:base?:
>
>     intersect, setdiff, union
>
> >
> >
> >
> > Tiby
> >
> >       [[alternative HTML version deleted]]
>
> A specific suggestion would be that you read the listinfo and the Posting
Guide and learn to post in plain text.
> >
> > ______________________________________________
> > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
>
> David Winsemius
> Alameda, CA, USA
>
> 'Any technology distinguishable from magic is insufficiently
advanced.'   -Gehm's Corollary to Clarke's Third Law
>
>
>
>
>
>

David Winsemius
Alameda, CA, USA

'Any technology distinguishable from magic is insufficiently advanced.'
-Gehm's Corollary to Clarke's Third Law