[R] calling Matlab

[Brian Scholl]

To clarify, based on the other responses that I've gotten: I already have a
version of Matlab on my pc (it's the student version, but it does what I
need - I've been thinking to buy the complete version as well if I can rob a
bank sometime soon) and I've got Gauss code I wrote when I was working on
that system for the computation, say, of GMM models.  Anyway, Barry Quinn's
recent Estimation and Tracking of Frequency book has some great matlab code
and there are many programs that I've written on my own that are just a pain
to do over again in R.  The main problem is that I'd like to be able to
easily transfer data back and forth between the two systems in code (and
maybe call a few of my matlab routines in R too).

For example (in case I'm babbling), I might compute the periodogram using R,
then use Chiu's (1989) procedure I'd determine peaks.  Using those
frequencies I could estimate a sum-of-cosines regression in Matlab very
easily and nicely using Quinn's code, which would then give me the residuals
from the regression, the periodogram of which I could plot very nicely in R.
I'd love to do all this without 1. saving + loading the data umpteen times
manually (then running the code on the respective systems in sequence); or
2. reprogramming everything in R or Matlab.

Thank you for all your help.

Brian

----- Original Message -----
From: "Liaw, Andy" <andy_liaw at merck.com>
To: "'Brian Scholl'" <scholl at yubc.net>; "Rhelp questions list"
<r-help at stat.math.ethz.ch>
Sent: Wednesday, July 24, 2002 2:59 PM
Subject: RE: [R] calling Matlab


> Both Matlab and Gauss are proprietary software.  Even before considering
the
> technical possibility of such link, you may want to read the license
> agreements for those packages and see if it's even legal to do so.
>
> Just my $0.02...
> Andy
>
> > -----Original Message-----
> > From: Brian Scholl [mailto:scholl at yubc.net]
> > Sent: Tuesday, July 23, 2002 6:41 AM
> > To: Rhelp questions list
> > Subject: [R] calling Matlab
> >
> >
> > Is there a way to call Matlab and Gauss code in R?  I see
> > functions that
> > work for C/FORTRAN, but not for other languages.
> >
> > Brian
> >
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