search for: dgges

I need to compute generalized eigenvalues. The eigen function in base doesn't do it and I can't find a package that does. As I understand it, Lapack __can__ computer them (http://www.netlib.org/lapack/lawn41/node111.html) and R can use Lapack. If there is no function already, can I access Lapack from R and use those routines directly? Thank you, Joshua Gilbert.

Folks: I'm trying to port some code from python over to R, and I'm running into a wall finding R code that can solve a generalized eigenvalue problem following this function model: http://docs.scipy.org/doc/scipy/reference/generated/scipy.linalg.eig.html Any ideas? I don't want to call python from within R for various reasons, I'd prefer a "native" R solution if one