[Rd] R Regression Routines called in C/C++

[Prof Brian Ripley]

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)
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