From nashjc at uottawa.ca  Fri Feb  6 23:25:10 2009
From: nashjc at uottawa.ca (nashjc at uottawa.ca)
Date: Fri, 6 Feb 2009 17:25:10 -0500 (EST)
Subject: [Rd] Use of cfortran.h?
Message-ID: <46869.97.124.28.229.1233959110.squirrel@webmail02.uottawa.ca>

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



[Rd] Use of cfortran.h?
nashjc at uottawa.ca