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.

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).

Under Windows, use 'make -f Makefile.win', which makes Rmath.dll and
libRmath.a.  'make -f Makefile.win static' makes just libRmath.a.  If
you want an import library libRmath.dll.a for Rmath.dll use 'make -f
Makefile.win shared implib'.

To use the routines in your own C or C++ programs, include

#define MATHLIB_STANDALONE
#include <Rmath.h>

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 link statically against libRmath.a or
dynamically against Rmath.dll or its import library libRmath.dll.a.
If you just use -lRmath it will use the first found of libRmath.dll.a,
libRmath.a and Rmath.dll in that order, so the result depends on which
files are present.  You should be able to force things via

-Wl,-Bstatic -lRmath -Wl,dynamic
-Wl,-Bdynamic -lRmath

or by linking to explicit files (as in the 'test' target in Makefile.win).



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 (at least under GNU make).

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).

'make install' installs a file for pkg-config to use by e.g.

$(CC) `pkg-config --cflags libRmath` -c test.c
$(CC) `pkg-config --libs libRmath` test.o -o test

On some systems 'make install-strip' will install a stripped shared library.