These functions are used in conjunction with the example described in the PEIP book.
There is one C-code routine, interp2grid. This is introduced to replicate the MATLAB code interp2. It does not work exactly as the matlab code prescribes.
In the PEIP library one LAPACK routine is called: dggsvd. In R, LAPACK routines are stored in slightly different locations on Linux, Windows and Mac computers. Be aware. This will come up in examples from Chapter 4.
Almost all examples work as scripts run with virtually no user input, e.g.