From ripley at stats.ox.ac.uk  Tue May 30 10:24:59 2006
From: ripley at stats.ox.ac.uk (Prof Brian Ripley)
Date: Tue, 30 May 2006 09:24:59 +0100 (BST)
Subject: [Rd] R Regression Routines called in C/C++
In-Reply-To: <51288.160.79.240.156.1148976113.squirrel@webmail.euv-ffo.de>
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Message-ID: <Pine.LNX.4.64.0605300919250.661@gannet.stats.ox.ac.uk>

On Tue, 30 May 2006, tzotchev at euv-frankfurt-o.de wrote:

> I would like to call the R regression routines in C/C++. I have seen that
> it is possible to call distribution function, optimisation routines etc,
> but is it possible to call a simple OLS and which is the relevant header
> file?

Regression is done in Fortran and is not part of the standalone nmath (nor 
are the optimization routines).  If you meant from C/C++ code in an R 
package, take a look at e.g. lqs in MASS which does this via the routines 
declared in R_ext/Applic.h.  Similar routines are called by lm.fit.


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
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[Rd] R Regression Routines called in C/C++
Prof Brian Ripley