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
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