CODEWITHSUNDEEP
rlatticecran
LeCat
LeCat

Reputation: 11

R package, fOptions is no longer available

I need to install R package fOpitons for a learning module required by society of actuaries. This package seems to be no longer available on CRAN. It was taken down in April 2022 for misrepresentation of authorship and ownership of copyright. None of the links to former versions of the package works. How can I install this package?

https://cran.r-project.org/web/packages/fOptions/index.html

None of the links in this site works. https://cran-archive.r-project.org/web/checks/2022/2022-04-29_check_results_fOptions.html

Upvotes: 1

Views: 2814

Answers (3)

Con Fluentsy
Con Fluentsy

Reputation: 153

fOptions is available on github for use, from what I have read someone tried to misappropriate the code for profit, or some devious use. Cran had to deprecate it from their servers, the GITHUB code no longer runs. Archived code will most likely just refer you to Rmetrics github repository anyway. Most of the functional code itself the late Diethelm Wuertz took from the book complete book of Option pricing formulas by Espen Haug. Espen gave his code in c++ and VBA. Diethelm converted most to R. However some of his original code like the hestonNandi model implementation are all his work. They need delicate calibration and many trials to be functionally usefull. But I am sure if Diethelm had lived it would have been different. As a general rule there is only bare maintenance of all Rmetrics libraries since the project inspiration passed away, that is Diethelm Wuertz in 2017 in a car crash. The problem in replicating is finding the fortran code, I did code in fortran in the 80's, but it is hard now. I will have to completely rework, I am sure it can all be done in R but slower executing. As I am unfamiliar with C++ but familiar with C, more research needed.

Upvotes: 0

user3698215
user3698215

Reputation: 21

Install the latest version of fOptions package by entering the following in R:

install.packages("fOptions", repos="http://R-Forge.R-project.org")

Upvotes: 2

Dirk is no longer here
Dirk is no longer here

Reputation: 368261

(Note for eager "close as duplicate": the Archive/ link for this package is (currently?) broken which is very unusual for CRAN so I spelled out alternative approaches below. That part is likely not a duplicate. Cheers. -D.)

CRAN packages are open source, and even when removed from the current CRAN index for reasons deemed necessary by the CRAN team will always remain available in the Archive/ section of the package.

So the link you provide has as its second line

Formerly available versions can be obtained from the archive.

where the archive link should provide you access to various versions.

However, it is not working, which looks like an error. So I just alerted CRAN to that.

I happen to have maintained fOptions in Debian for a number of years. So you still get the Debian binary packages -- and sources. Most recent versions are at https://packages.debian.org/sid/r-cran-foptions point for example to the source archive: http://deb.debian.org/debian/pool/main/f/foptions/foptions_3042.86.orig.tar.gz

If you can install from source this should do.

Otherwise, there is also a CRAN mirror at GitHub so https://github.com/cran/fOptions is another choice.

Upvotes: 3

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