Re: [Rd] sources of code; was Generate random numbers in Fortran

From: <nashjc_at_uottawa.ca>
Date: Sun, 15 Feb 2009 12:35:50 -0500 (EST)

Ben Bolker gives some reasons why Numerical Recipes may be problematic as a starting point for R codes. CUP did a masterful job of marketing, but the license is restrictive as the links he gives points out. In some tests, I've also noted that some of the algorithms are less than stellar e.g, convergence tests in one or two optimization routines.

Should we have a wiki item to help people find material? My own "Compact Numerical Methods: linear algebra and function minimisation" codes were first published 30 years ago this month. They are the Pascal library on Netlib. I have some Fortran codes I could post, and BASIC versions too. In fact, the function minimisation codes that are actually more advanced than the routines Brian Ripley used in optim() have already been made freely available (http://www.nashinfo.com/nlpe.htm). The codes still run right away in DOSBOX along with GWBASIC.EXE, but I believe the more useful aspect is providing methods and ideas.

Gnu Scientific Library has been mentioned. It has some strengths but a number of "holes". There are some other notable collections.

The Decision Tree for Optimization (Hans Mittelman) is a helpful link, though I am not certain all the resources are unencumbered.

Would an annotated list of such openly usable resources be helpful? Perhaps if a couple of folk contact me off-list we can try a wiki item and see if it "works".

JN



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