[R] Alternative to Numerical Recipes

[Prof Brian D Ripley]

On Mon, 13 Nov 2000, Kim Horn wrote:

> We have had problems with licensing with Numerical Recipes.
> We wanted to use the code in our product but never got a
> reply from them about licensing. So we built our own.
> It is a pity that such a resource cannot be used :-)
> 
> The original algorithms are mostly published in Appl. Statistics
> journal. You can down load the Fortran code from StatLib web
> site and then use F2C to translate to C code.

R uses some Appl Statistics algorithms.  They too have conditions, and we
obtained permission to include code (even translated code) in R.
>From the Statlib site:

   The Royal Statistical Society holds the copyright to these routines, but
   has given its permission for their distribution provided that no fee is
   charged. 

R itself is a source of routines for this sort of thing, we
believe with documented sources, and of course with strong
usage conditions (GPL).

> 
> The ones I have used are:
> 
> Algorithm As 109  Appl. Statist. (1977) Vol.26, P.111
> 
> Algorithm As 63  appl. statist. (1973), vol.22, no.3
> 
> Natural Log of the Complete Gamma Function
> Lanczos, C. 'A precision approximation of the gamma
> function', J. SIAM Numer. Anal., B, 1, 86-96, 1964.
> 
> All the best
> Kim
> 
> -----------------------------------------------------------------------------
> Kim Horn
> Product Manager Data Mining
> Corvu Australia Pty Ltd
> Level 4, 1 James Place
> North Sydney NSW 2060 Australia
> Telephone: 61 2 9959 3522
> Facsimile:   61 2 9959 3583
> www.corvu.com
> 
> C O R V U
> MANAGING BUSINESS PERFORMANCE
> "Top 100 Emerging Companies to Watch in 2000"
> Computerworld, November, 1999
> -----------------------------------------------------------------------------
> 
> Clive Jenkins wrote:
> 
> > Some time ago I mentioned the online version of the book
> > "Numerical Recipes in C"
> > http://www.ulib.org/webRoot/Books/Numerical_Recipes/
> > and inadvertantly stirred up a hornets' nest.
> > I obtained from this book code to calculate the Incomplete beta
> > function. It appears in:
> > 6.4 Incomplete Beta Function, Student’s Distribution, F-Distribution,
> > Cumulative Binomial Distribution, p.226,
> > and it calls the log-gamma function that appears in:
> > 6.1 Gamma, Beta, and Related Functions, p.213.
> >
> > I wish to attribute this material to its source, but would prefer to
> > cite a more "respectable" source than Numerical Recipes. Can anyone
> > suggest the original source, or a source of something very similar, or a
> > better place to ask the question?
> >
> > Thanks,
> > Clive Jenkins
> >
> > -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
> > r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> > Send "info", "help", or "[un]subscribe"
> > (in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
> > _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
> 
> --
> 
> 
> 
> -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
> r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> Send "info", "help", or "[un]subscribe"
> (in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
> _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
> 

-- 
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 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._