[R-pkg-devel] compute pnorm in Fortran subroutine in R package

[Duncan Murdoch]

On 08/03/2019 12:55 p.m., Wang, Zhu wrote:
> Hello,
> 
> In my R package I would like a Fortran subroutine to compute the same value as pnorm does in R. I didn't find out an existing Fortran pnorm subroutine. Perhaps a Fortran subroutine can somehow call R function pnorm, but I would like advice on how to do this correctly.

This is described in the Writing R Extensions manual, Ch 6, The R API: 
entry points for C code.  As the title suggests, it's mainly written for 
calling things like pnorm() from C, but section 6.6 talks about calling 
C functions from Fortran.

You probably also have the erf() function available in Fortran; it's a 
linear transformation of pnorm().  That is,

   erf(x) = 2*pnorm(x*sqrt(2)) - 1

Duncan Murdoch