[R] Alternative to Numerical Recipes

[Kim Horn]

To avoid any confusion, we wrote our own code from
scratch using the articles as a hint on how to do it. The cost
of this far outways the beuracracy involved.

The sugestion to use translated code (F2C) was for researchers
wanting to use "C" with R. The necessary permissions should
be obtained.

All the best
Kim

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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
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Prof Brian D Ripley wrote:

> 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
> > >
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> > --
> >
> >
> >
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> >
>
> --
> 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
>
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