您可以构建自己的库:

• 下载rqfn.f和rqfnb.f. stepy方法需要后者.
• 致电R CMD SHLIB rqfn.f rqfnb.f

• 使用如下函数:

• Download rqfn.f and rqfnb.f. The latter is needed for stepy method.
• Call R CMD SHLIB rqfn.f rqfnb.f

• use the function like this:

data(stackloss)
x <- stack.x
y <- stack.loss
n <- length(y)
p <- ncol(x)
dyn.load(paste0("rqfn", .Platform$dynlib.ext))

.Fortran("rqfn",
     as.integer(n),
     as.integer(p),
     a = as.double(t(as.matrix(x))),
     c = as.double(y),
     rhs = double(p),
     d = double(n),
     beta = as.double(0.99995),
     eps = as.double(1e-6),
     tau = as.double(0.5),
     wn = double(10 * n),
     wp = double((p + 3) * p),
     aa = double(p * p),
     it.count = integer(2),
     info = integer(1))