CODEWITHSUNDEEP
rfortranquantreg
Sheng Bi
Sheng Bi

Reputation: 149

Using .Fortran() from R package with error saying function not available

I tried the following codes:

library(quantreg) # to load the package
library(foreign)  # to load the package

.Fortran("rqfn", PACKAGE = "quantreg")

but I get the following error:

Error in .Fortran("rqfn", PACKAGE = "quantreg") : 
"rqfn" not available for .Fortran() for package "quantreg"

I have installed Rtools. But it does not solve the problem. I also checked the issues concerning system paths (as in this site: https://github.com/stan-dev/rstan/wiki/Install-Rtools-for-Windows), but there is no problem about that. Could anyone give me a hand? Thank you very much.

Upvotes: 0

Views: 653

Answers (1)

Ralf Stubner
Ralf Stubner

Reputation: 26823

You can build your own library:

  • Download rqfn.f and rqfnb.f. The latter is needed for stepy method.
  • Call R CMD SHLIB rqfn.f rqfnb.f

  • use the function like this:

    data(stackloss)
x <- stack.x
y <- stack.loss
n <- length(y)
p <- ncol(x)
dyn.load(paste0("rqfn", .Platform$dynlib.ext))

.Fortran("rqfn",
     as.integer(n),
     as.integer(p),
     a = as.double(t(as.matrix(x))),
     c = as.double(y),
     rhs = double(p),
     d = double(n),
     beta = as.double(0.99995),
     eps = as.double(1e-6),
     tau = as.double(0.5),
     wn = double(10 * n),
     wp = double((p + 3) * p),
     aa = double(p * p),
     it.count = integer(2),
     info = integer(1))

Upvotes: 1

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