I would like to compile my GAUSS programs and call them in R. Are there tools for doing this? Does anyone have a simple example that they could share?
You can do this by using the GAUSS Engine. The GAUSS Engine allows programs written in other languages to communicate with GAUSS (pass data back and forth) and run GAUSS programs.
At the most fundamental level, the GAUSS Engine allows you to link to GAUSS as a C shared library. However, there are interfaces that allow you to easily connect to the GAUSS Engine from C++, C#, Java, PHP and Python.
The GAUSS Engine comes with examples that show how to call GAUSS programs from these languages. You would have to look at the R documentation to see how to have R connect to a C shared library or to C#/Java/PHP or Python.