Re: fortran from octave

[Markus Mützel]

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.

HTH
Markus