[Rd] Use of cfortran.h?

From: <nashjc_at_uottawa.ca>
Date: Fri, 06 Feb 2009 17:25:10 -0500 (EST)

I'm planning to try to use Mike Powell's new BOBYQA optimization routine to see if it is a good candidate to eventually replace Nelder-Mead as the optim() default. (Don't panic -- this won't happen quickly.) Mike writes f77 code. After some chasing about, I've realized that because optimization codes need to call the objective function written in R, they need to use a language that can do this. C can, Fortran cannot.

There is, however, a package cfortran that allows for mixed coding in C and Fortran. This might not be the ultimate solution -- e.g., it may not be Windows usable. However, it could be a useful tool to try out some programs that are already available in Fortran.

My query is to ask if anyone has experience they can share in using cfortran.h. I'd also welcome (off-list may be best) input on directions for improving or at least tidying optim() and many related capabilities in R.

John Nash

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