Dirk Eddelbuettel has recently released RQuantLib-0.3.7, which contains the necessary QuantLib builds to allow the CRAN servers to build the Windows binary. This (thankfully) makes my post on how to build RQuantLib on 32-bit Windows unnecessary for casual users, but may be useful for those who want to develop RQuantLib on Windows.
I am happy to announce a long-overdue update to the TTR package (version 0.2) is now on CRAN. This update represents a major milestone, as TTR useRs are no longer restricted to using matrix objects. TTR 0.2 uses xts internally, so all major time series classes are now supported. NEW FEATURES: Added the zig zag indicator: ZigZag() Added volatility estimators/indicators: volatility(), with the following calculations Close-to-Close Garman Klass Parkinson Rogers Satchell Added Money Flow Index: MFI() Added Donchian channel: DonchianChannel() CHANGES: