Dear Alf,
Thank you very much for email and for your interest in our work.
In fact, the latest version of Algencan has interfaces with Fortran, C, and AMPL only. (Very recently, an inteface with Julia has been developed).
Interfaces with R, Matlab, and several other langauges were discontinued; but they are still avaliable for previous versions of Algencan. The previous versions of Algencan can be found in the TANGO Project web page and the inetrfaces are distribued together with Algencan (see the README file in the distribution).
If using one of those discontinued interfaces is required, you should consider to use a previous version of Algencan.
I hope it helps.
Regards,
Ernesto.