Thanks for the useful tips!

-----Original Message-----
From: Duncan Murdoch <murdoch.dun...@gmail.com> 
Sent: Friday, March 8, 2019 1:32 PM
To: Wang, Zhu <wan...@uthscsa.edu>; R-package-devel@r-project.org
Subject: Re: [R-pkg-devel] compute pnorm in Fortran subroutine in R package

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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