Using .Fortran() from R package with error saying

Question

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.

Answer 1

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))