From nashjc at uottawa.ca  Sun Feb 15 18:35:50 2009
From: nashjc at uottawa.ca (nashjc at uottawa.ca)
Date: Sun, 15 Feb 2009 12:35:50 -0500 (EST)
Subject: [Rd] sources of code; was Generate random numbers in Fortran
In-Reply-To: <mailman.17.1234695605.18564.r-devel@r-project.org>
References: <mailman.17.1234695605.18564.r-devel@r-project.org>
Message-ID: <60076.97.124.67.225.1234719350.squirrel@webmail02.uottawa.ca>

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



[Rd] sources of code; was Generate random numbers in Fortran
nashjc at uottawa.ca