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Hello Markus,
thank you for your answer. In such appendix, they indicate to change stop with xstop. Appart from that, there is no other indication given that I only have a .f file, do you know if I need to create a C wrapper as it is written in the appendix?
If I use "mkoctfile sadmvnt.f", it creates two files: mkoctfile sadmvnt.o and mkoctfile sadmvnt.oct, but they are almost empty as it can ben seen in the attached screeshots. I also cannot use the function sadmvn as intended.
Thank you,
Aurora
Markus Mützel <address@hidden> escribió:
Am 22. Oktober 2019 um 15:18 Uhr schrieb "AURORA GONZALEZ VIDAL":
Dear all,
I would like to use a function that computes the multivariate normal probability a in the paper "Numerical Computation of Multivariate Normal Probabilities" from Alan Genz.
This is already implemented in R, however, I want to use the Fortran function that is called from R in Octave and I can't. The closest approach was to try
mkoctfile sadmvnt.f
but the sadmvn function does not work in Octave. Can someone help me?
Please see the Appendix A of the Octave manual. In particular section "A.1.9 Calling External Code from Oct-Files" which discusses how to interface to Fortran code from Octave.
HTHMarkus
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Aurora González Vidal Ph.D. student in Data Analytics for Energy Efficiency
T. +34 868 88 7866 Department of Information and Communication Engineering
address@hidden Faculty of Computer Sciences
sae.saiblogs.inf.um.es University of Murcia
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sadmvnt.f