Can you provide the installation code that produced that error message? Are you trying to install it from CRAN?
That doesn't appear possible.
- A post from 2014 states it's not on CRAN
quantstrat is a R package ... still under heavy development and can’t be installed from CRAN yet. You can install it from source and the process is straightforward.
- It's not on the current list of available CRAN packages
It's R-Forge page states the current version 'Failed to build'.
You could download the previous version (and its dependency) from R-Forge at
(or get the Linux tar.gz files). Assuming they're saved in your personal Downloads
folder, install it in R with
install.packages("~/Downloads/blotter_0.9.1741.zip", repos = NULL)
install.packages("~/Downloads/quantstrat_0.9.1739.zip", repos = NULL)
According to that first link, you'll need to install these prereqs first, if they're not already:
install.packages("FinancialInstrument")
install.packages("PerformanceAnalytics")
install.packages("foreach")
Edit: see the comment below from @brian-g-peterson for how the current deployment avenue uses GitHub. https://github.com/braverock/quantstrat