Hi, I just found out about OpenMx and it is exactly the software I was looking for, which is great! I am so happy it works for R, and it has good documentation.
Unfortunately, using OpenMx is somewhat limited due to the NPSOL library, which only supports Linux versions that use the Gnu C Compiler (GCC) up to version 4.6. But that is not helpful on standard Linux systems, such as Fedora 20, which uses gcc 4.8.
I figured out I can run it on Fedora 20, though, if I do not update the software it comes with. So that is what I do now. I run OpenMx in a VirtualBox version of a slightly older Linux system, which is not ideal. For example, I need to be careful not to update gcc to the most current version. I assume it would be the same on other popular Linux distributions (on Arch Linux, they already are at GCC version 4.9).
Are there any suggestions that at least the NPSOL people would be willing to compile their library up the the latest gcc and include it in the NPSOL source packages? That surely must be really easy to do for them, it is just a matter of adding a few files to their code, it does not require and additional software coding. In other words, if the OpenMx team could ask them to help us out, that would be absolutely awesome!!!
Just to show what I mean, I downloaded the NPSOL library code which has the compiled lbnpsol.a file for a number of different versions of GCC, which is good, but only up to version 4.6: