Thanks to Jeff Newmiller for his reply.  He was correct.  My Bitdefender internet security automatically upgraded itself and started blocking R in ways it had not before.  Please excuse me for taking the time of this list with this issue (and for my delay in sending this "issue resolution" email).

      Spencer Graves


On 2019-12-25 13:18, Spencer Graves wrote:


On 2019-12-25 12:02, Jeff Newmiller wrote:
"Permission denied" suggests that this is not related to R. Perhaps you ran R 
with elevated permissions yesterday?

On December 25, 2019 8:37:36 AM PST, Spencer 
Graves<spencer.gra...@prodsyse.com>  wrote:
Hello, All:


       I just upgraded to R 3.6.2 and suddenly got, "cannot open
compressed file" with "R CMD build" of a package that I built yesterday

with R 3.6.1, and I don't recall having gotten an error message with
3.6.1.


       What do you suggest I do to get around this?
       Thanks,
       Spencer Graves


$ R CMD build Ecfun
* checking for file ‘Ecfun/DESCRIPTION’ ... OK
* preparing ‘Ecfun’:
* checking DESCRIPTION meta-information ... OK
* installing the package to build vignettes
* creating vignettes ... OK
* checking for LF line-endings in source and make files and shell
scripts
* checking for empty or unneeded directories
* building ‘Ecfun_0.2-2.tar.gz’
Warning in gzfile(tarfile, "wb", compression = compression_level) :
   cannot open compressed file
'/Users/sbgraves/Documents/current/R/Ecfun_0.2-2.tar.gz', probable
reason 'Permission denied'
Error in gzfile(tarfile, "wb", compression = compression_level) :
   cannot open the connection
Execution halted

$ r
sessionInfo()
R version 3.6.2 (2019-12-12)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS Catalina 10.15.2

Matrix products: default
BLAS:
/Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRblas.0.dylib
LAPACK:
/Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRlapack.dylib

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods base

loaded via a namespace (and not attached):
[1] compiler_3.6.2
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