Dear R-listers, I have a very strange problem. I made a package (under Windows and Linux). The package passed the R CMD Check without problem. Then, I installed the package and executed a function which calls to a 'dll' mod<-frailtyPenal(Surv(time,status)~sex+age+cluster(id), + n.knots=8,kappa1=10000,data=kidney) mod Call: frailtyPenal(formula = Surv(time, status) ~ sex + age + cluster(id), data = kidney, n.knots = 8, kappa1 = 10000) Shared Gamma Frailty model parameter estimates using a Penalized Likelihood on the hazard function coef exp(coef) se(coef) se(coef) HIH z p sex -1.73270 0.177 0.5529 0.5026 -3.134 0.0017 age 0.00812 1.008 0.0125 0.0123 0.651 0.5200 Frailty parameter, Theta: 0.499 (s.e.: 0.266 ) (s.e. HIH: 0.259 ) penalized marginal log-likelihood = -325.64 n= 76 n events= 58 n groups= 38 number of iterations: 20 However, If we try to execute the same function once again we obtain the following results mod<-frailtyPenal(Surv(time,status)~sex+age+cluster(id), + n.knots=8,kappa1=10000,data=kidney) mod Call: frailtyPenal(formula = Surv(time, status) ~ sex + age + cluster(id), data = kidney, n.knots = 8, kappa1 = 10000) Shared Gamma Frailty model parameter estimates using a Penalized Likelihood on the hazard function coef exp(coef) se(coef) se(coef) HIH z p sex -1.74321 0.175 0.5529 0.5026 -3.153 0.0016 age 0.00613 1.006 0.0125 0.0123 0.491 0.6200 Frailty parameter, Theta: 14797011 (s.e.: 1449 ) (s.e. HIH: 1410 ) penalized marginal log-likelihood = 56.63 n= 76 n events= 58 n groups= 38 number of iterations: 351 As you can see, parameters estimates and number of iterations are not the same. In addition, the second execution takes about 10 seconds and the first one only 1 or 2. Finnally, if we try to estimate the same model once again, the PC hunks. I suspect that there is a problem with Fortran but after proving many changes I do not find it. Do someone know what it is happening? Thank you very much for any help in advance. Best Regards, Juan