Message-ID: <225c39f475db422994a797cfe1fc39c2@EX-MCD-1.win.uthscsa.edu>
Date: 2019-03-08T20:01:01Z
From: Wang, Zhu
Subject: [R-pkg-devel] compute pnorm in Fortran subroutine in R package
In-Reply-To: <472ae42b-ebc8-dbd4-8656-cc6ec52149b9@gmail.com>
Thanks for the useful tips!
-----Original Message-----
From: Duncan Murdoch <murdoch.duncan at gmail.com>
Sent: Friday, March 8, 2019 1:32 PM
To: Wang, Zhu <wangz1 at uthscsa.edu>; R-package-devel at r-project.org
Subject: Re: [R-pkg-devel] compute pnorm in Fortran subroutine in R package
On 08/03/2019 12:55 p.m., Wang, Zhu wrote:
> Hello,
>
> In my R package I would like a Fortran subroutine to compute the same value as pnorm does in R. I didn't find out an existing Fortran pnorm subroutine. Perhaps a Fortran subroutine can somehow call R function pnorm, but I would like advice on how to do this correctly.
This is described in the Writing R Extensions manual, Ch 6, The R API:
entry points for C code. As the title suggests, it's mainly written for calling things like pnorm() from C, but section 6.6 talks about calling C functions from Fortran.
You probably also have the erf() function available in Fortran; it's a linear transformation of pnorm(). That is,
erf(x) = 2*pnorm(x*sqrt(2)) - 1
Duncan Murdoch