On Wed, 11 Apr 2007, Vivek Rao wrote: > I have some comments on the Fortran code in the > fseries package in file 4A-GarchModelling.f , > especially the subroutine GARCHFIT and function > DSNORM. > I appended the code to the end of an earlier message, > but it was rejected by some rule. Let me first say > that I am grateful that packages for financial > econometrics exist in R.
Please pass those on to the maintainer. Note that currently we expect only Fortran 77 to be used in R and (preferably) its packages, as there still are users with a Fortran 77 compiler and nothing later. One major group are those on Windows, and it is hoped that that will move to gcc 4.2.x in 2007. There are still quite a few users on OSes that are two or more years old and for which gcc3 is the norm. > Fortran 77 had PARAMETERs, and PARAMETERs equal to > 99999 and 200 should have been defined instead of > repeatedly using "magic numbers". More importantly, > the code will fail if NN exceeds 99999, but the code > does not check for this. I hope someone will fix this. > > In the code dsged the variables half, one, two should > be made parameters, and instead of > > IMPLICIT DOUBLE PRECISION (A-H, O-Z) > > IMPLICIT NONE > > should be used and all variables declared. Although > IMPLICIT NONE is not standard Fortran 77, it is > standard Fortran 90 and is supported by g77. > Experienced Fortranners know that IMPLICIT NONE > catches errors. Another defect is the use of specific > intrinsic functions such as DSQRT. There is no need to > use this, since the SQRT function is generic, handling > both single and double precision arguments. > > Maybe there should R coding standards to address such > issues. I hope that eventually the Fortran code in R > will use the modern features of Fortran 90 and later > standards, using the gfortran compiler. However, with > a little effort one can still write clean code in > Fortran 77 that also conforms to later standards. The Fortran code in R itself is (entirely, I think) imported from elsewhere, e.g. from EISPACK or LAPACK or Netlib. We have little interest in changing long-established code, and as the recent thread 'eigen in beta' shows, everytime we update such code someone thinks there is a new bug in R. The developer.r-project.org has a collection of references to encourage 'portable programming', including on Fortran standards. > Vivek Rao -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
