Homebrew should install the Xcode Command Line tools for you.
Install Eigen: brew install eigen (may not need to do that since we use RcppEigen anyway)
Install CppAD: brew install cppad
In your .zprofile or .bash_profile (or wherever you set environment variables), add the following variable:
-- If you have an Intel Mac:
export CPPAD_DIR=/usr/local/opt/cppad
-- If you have an Apple Silicon Mac:
export CPPAD_DIR=/opt/homebrew/opt/cppad
Doing that will keep CppAD up-to-date in a fixed location, which is a lot easier than going through the standard CppAD installation instructions.
Make sure R is at least version 4.1. Update all of your R packages using update.packages()
Download the lastest CppADutils:
git clone https://github.com/braunm/CppADutils.git
make sure you are on the master branch
Launch R from the CppADutils package directory. and load the devtools package. You may need to install the pracma package, along with some others.
library(devtools) load_all(recompile=TRUE) test()
If all the tests pass, then install:
install()
To install adshdlm, update the latest from github.
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