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/usr/include/shogun/base/init.h is in libshogun-dev 3.2.0-7.3build4.

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2009 Soeren Sonnenburg
 * Copyright (C) 2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

#ifndef __SG_INIT_H__
#define __SG_INIT_H__

#include <stdio.h>

namespace shogun
{
	class SGIO;
	class CMath;
	class Version;
	class Parallel;
	class CRandom;

/** This function must be called before libshogun is used. Usually shogun does
 * not provide any output messages (neither debugging nor error; apart from
 * exceptions). This function allows one to specify customized output
 * callback functions and a callback function to check for exceptions:
 *
 * @param print_message function pointer to print a message
 * @param print_warning function pointer to print a warning message
 * @param print_error function pointer to print an error message (this will be
 *                                  printed before shogun throws an exception)
 *
 * @param cancel_computations function pointer to check for exception
 *
 */
void init_shogun(void (*print_message)(FILE* target, const char* str) = NULL,
		void (*print_warning)(FILE* target, const char* str) = NULL,
		void (*print_error)(FILE* target, const char* str) = NULL,
		void (*cancel_computations)(bool &delayed, bool &immediately)=NULL);

/** init shogun with defaults */
void init_shogun_with_defaults();

/** This function must be called when one stops using libshogun. It will
 * perform a number of cleanups */
void exit_shogun();

/** set the global io object
 *
 * @param io io object to use
 */
void set_global_io(SGIO* io);

/** get the global io object
 *
 * @return io object
 */
SGIO* get_global_io();

/** set the global parallel object
 *
 * @param parallel parallel object to use
 */
void set_global_parallel(Parallel* parallel);

/** get the global parallel object
 *
 * @return parallel object
 */
Parallel* get_global_parallel();

/** set the global version object
 *
 * @param version version object to use
 */
void set_global_version(Version* version);

/** get the global version object
 *
 * @return version object
 */
Version* get_global_version();

/** set the global math object
 *
 * @param math math object to use
 */
void set_global_math(CMath* math);

/** get the global math object
 *
 * @return math object
 */
CMath* get_global_math();

/** set the global random object
 *
 * @param rand random object to use
 */
void set_global_rand(CRandom* rand);

/** get the global random object
 *
 * @return random object
 */
CRandom* get_global_rand();

/// function called to print normal messages
extern void (*sg_print_message)(FILE* target, const char* str);

/// function called to print warning messages
extern void (*sg_print_warning)(FILE* target, const char* str);

/// function called to print error messages
extern void (*sg_print_error)(FILE* target, const char* str);

/// function called to cancel things
extern void (*sg_cancel_computations)(bool &delayed, bool &immediately);
}
#endif //__SG_INIT__