Call Fortran function in a TMB R package

[Kinh Nguyen]

Hi all, 

I need to evaluate bivariate normal cdf with the fortran code wrote by Alan Genz. Declaring the function from Fortran in C++ model as

extern double F77_NAME(mvbvn)(double *lower, double *upper, int *infin, double *correl);

This compiled OK and can be called with `mvbvn_`.

But putting the model in an R package, there is an error

Error in dyn.load(dll_copy_file) :
  unable to load shared object
symbol not found in flat namespace '__Z6mvbvn_PdS_PiS_'

I think because normally we need to register the fortran function in the R package, such as 

static const R_FortranMethodDef FortranEntries[] = {
    {"mvbvn",  (DL_FUNC) &F77_NAME(mvbvn),  4},
    {NULL, NULL, 0}
};
void R_init_mypackage(DllInfo *dll)
{
    R_registerRoutines(dll, NULL, NULL, FortranEntries, NULL);
    R_useDynamicSymbols(dll, FALSE);
}

But TMB already defined the `TMB_LIB_INIT`, so redefine it in the model code is not allowed.

Do you have suggestion on how to get it work?

Thanks,

Kinh

[Kasper Kristensen]

I haven't mixed TMB/cpp and Fortran in a package before, but here's a suggestion that might work (inspired by the glmmTMB setup https://github.com/glmmTMB/glmmTMB/blob/master/glmmTMB/src/init.h ):

1. Use 'TMB_CALLDEFS' macro to generate a '.Call' methods table. Use your existing R_init_* function to register both tables:

static const R_FortranMethodDef FortranEntries[] = {

    {"mvbvn",  (DL_FUNC) &F77_NAME(mvbvn),  4},
    {NULL, NULL, 0}
};

const static R_CallMethodDef R_CallDef[] = {
    TMB_CALLDEFS,
    {NULL, NULL, 0}
  };

void R_init_mypackage(DllInfo *dll)
{
    R_registerRoutines(dll, NULL, R_CallDef, FortranEntries, NULL);
    R_useDynamicSymbols(dll, FALSE);
}

2. I'm guessing you are using TMB::compile to build your package? Don't do that - please use instructions on

https://github.com/kaskr/adcomp/wiki/Development#distributing-code

but skip the step that tells you to define 'TMB_LIB_INIT'. Use glmmTMB as example if in doubt.

[Kinh Nguyen]

Thanks Kasper! it no longer complains about the linking now.
and yes, I did use TMB::compile, I removed it now from the makefile.

Best,
Kinh

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