Cannot install tsDyn package in RStudio, 'mnormt' doesn't exist

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I am trying to install the tsDyn package on my Macbook Pro running MacOSX Catalina version 10.15.2. in RStudio (v.1.3.959), running R (v.4.0.1). I get the following error:

ERROR: compilation failed for package ‘mnormt’ * removing ‘/Library/Frameworks/R.framework/Versions/4.0/Resources/library/mnormt’ Warning in install.packages : installation of package ‘mnormt’ had non-zero exit status

I tried installing 'mnormt' myself, as well as deleted all irrelevant packages manually to get rid of any possible older versions that may be interfering with the 'tsDyn' package, but nothing seems to be working.

The 'tsDyn' package seems to be installing otherwise, but I cannot call the function 'VECM' because it R states that it does not exist.

Any help would be much appreciated.

1 Answers

If you are using Anaconda, inside Environments search for "r-mnormt" and install from there. Also you can try inside RStudio: install.packages("r-mnormt")

It should work now.

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