Check out the slides on this page http://www.biostat.wisc.edu/~kbroman/teaching/ Karl Broman offers some great advice considering programming in C for use with R amongst other things. A good and short beginners guide.
Aim: Write a small test subroutine in Fortran using basic functionality and some calls to the International Mathematics and Statistics Library (IMSL) - compile a dll and call the subroutine from R taking some memory allocation problems into account. Prerequisites: A working installation of Microsoft Visual Studio and Intel Fortran Compiler v.10 w. IMSL and R 2.6 This link may also be useful. Save the following code as test.f90 in C:\Fortrancode !---begin code--- subroutine test(M,N,S1,V,NU,S2,D,INVX) !DEC$ ATTRIBUTES DLLEXPORT :: test !Routines necessary for BSKS, !used in calculation of !modified Bessel Function of second kind use BSKS_INT use UMACH_INT !We use linear_operators for elegant !basic linear algebra syntax use linear_operators implicit none !input: !V vector with values used as input in Bessel fct. !M number of numbers in vector V !XDUM matrix with dimensions (M,N) !D dimension of dummy square matrix MX !NU fractional order used in calculation of !value of Bes