If you have not yet made R, under Unix you must first configure R, and under Windows you need to set up almost all the tools to make R and then run (cd ../../include; make -f Makefile.win config.h Rconfig.h Rmath.h) Under Unix, making in this directory will make standalone libraries libRmath.a and libRmath.so. `make static' and `make shared' make just one of them. Under Windows, use make -f Makefile.win. This makes Rmath.dll with import library libRmath.a, and static library Rmath.a. NB: certain compilers are unable to do compile-time IEEE-754 arithmetic and so cannot compile mlutils.c. The known example is Sun's cc. Use gcc for mlutils.c (or the whole library). To use the routines in your own C or C++ programs, include #define MATHLIB_STANDALONE #include and link against -lRmath (and -lm if needed on your OS). The example file test.c does nothing useful, but is provided to test the process. Note that you will probably not be able to run it unless you add the directory containing libRmath.so to the LD_LIBRARY_PATH. Under Windows you can also link statically against Rmath.a. Rmath.h contains R_VERSION_STRING, which is a character string containing the current R version, for example "2.2.0". A little care is needed to use the random-number routines. You will need to supply the uniform random number generator double unif_rand(void) or use the one supplied (and with a shared library or DLL you will have to use the one supplied, which is the Marsaglia-multicarry with an entry point set_seed(unsigned int, unsigned int) to set its seeds). The facilties to change the normal random number generator are available through the constant N01_kind. This takes values from the enumeration type typedef enum { KINDERMAN_RAMAGE, AHRENS_DIETER, BOX_MULLER } N01type; (and USER_NORM is not available). There is full access to R's handling of NaNs, Inf and -Inf via special versions of the macros and functions ISNAN, R_FINITE, R_log, R_pow and R_pow_di and (extern) constants R_PosInf, R_NegInf and NA_REAL. There is no support for R's notion of missing values, in particular not for NA_INTEGER nor the distinction between NA and NaN for doubles. Installation (not Windows) ========================== The targets make install make uninstall will (un)install the header Rmath.h and shared and static libraries (if built) under ${prefix} (default /usr/local). Add prefix=/path/to/here to the command line to change the installation directory. More precise control on where things are installed is available at configure time: the location for the header files can be specified by --includedir= (or includedir= on the make command line) and that for the libraries by --libdir= (or libdir= on the make command line).