Scott, On 26 January 2014 at 10:58, Scott Monroe wrote: | I was hoping for advice on approaches to accomplishing the following goal. | I'd like to create an R package using Rcpp that calls the pmvnorm (cdf for | multivariate normal) function from the mvtnorm library. I'd like to avoid | calling it through R, as I need to do it many times, and I'd like to avoid the | overhead in going between C++ and R. | | The source code, written by Alan Genz, is in Fortran. I've also found on | GitHub a C++ wrapped version of the Fortran code: | | https://github.com/zhanxw/libMvtnorm | | The latter includes a Makefile, which I don't know how to handle.
Sorry to break this to you on a Sunday. You will not make very far in programming if that remains an obstacle for you. You really should buckle down and read a few tutorial or books on this. It. Is. Not. That. Hard. Especially with R. And Rcpp. And existing packages -- at current count 164 on CRAN alone. Look at their sources. Many/most get by without a Makefile because R knows how to "Do The Right Thing". Including with Fortran. Now, the proper long-term solution is probably to talk to Torsten to have the relevant functions exported from his mvtnorm package so that other CRAN package can re-use the code. But it's a big world. Maybe someone will write this for you out of the kindness of their hearts, or maybe you can pay someoone. Dirk -- Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com _______________________________________________ Rcpp-devel mailing list Rcpp-devel@lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
