Dear all Currently, I'm implementing the generalized hyperbolic distribution into Splus. Unfortunately the Bessel function is not implemented in Splus. In R the Bessel function does exist but it is an internal function and I'm not able to look at the code. Is there any possibility to see the code of the Bessel function in R or does anybody has an implementation of the Bessel function in Splus? Thanks a lot for your help. Beat [[alternative HTML version deleted]]
Hi Beat,
take a look at this link, http://www.statsci.org/s/besseli0.html for
the modified Bessel function.
I hope it helps.
Best,
Dimitris
----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/396887
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat/
http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm
----- Original Message -----
From: <beat.huggler at rmf.ch>
To: <R-help at stat.math.ethz.ch>
Sent: Wednesday, September 15, 2004 10:24 AM
Subject: [R] Bessel function
>
>
> Dear all
>
> Currently, I'm implementing the generalized hyperbolic distribution
into> Splus. Unfortunately the Bessel function is not implemented in
Splus. In> R the Bessel function does exist but it is an internal function and
I'm> not able to look at the code.
>
> Is there any possibility to see the code of the Bessel function in R
or> does anybody has an implementation of the Bessel function in Splus?
>
> Thanks a lot for your help.
>
> Beat
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html>
On Wed, 15 Sep 2004 beat.huggler at rmf.ch wrote:> Currently, I'm implementing the generalized hyperbolic distribution into > Splus. Unfortunately the Bessel function is not implemented in Splus. In > R the Bessel function does exist but it is an internal function and I'm > not able to look at the code. > > Is there any possibility to see the code of the Bessel function in R orOf course. It *is* in the sources. What stops you looking at the sources? (Where they are is in the FAQ, for example.) BTW, there are four Bessel functions in R, and others do exist. -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
Hi you might find package(hyperbolicDist) interesting. best wishes rksh> Dear all > >Currently, I'm implementing the generalized hyperbolic distribution into >Splus. Unfortunately the Bessel function is not implemented in Splus. In >R the Bessel function does exist but it is an internal function and I'm >not able to look at the code. > >Is there any possibility to see the code of the Bessel function in R or >does anybody has an implementation of the Bessel function in Splus? > >Thanks a lot for your help. > >Beat > > [[alternative HTML version deleted]] > >______________________________________________ >R-help at stat.math.ethz.ch mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html-- Robin Hankin Uncertainty Analyst Southampton Oceanography Centre SO14 3ZH tel +44(0)23-8059-7743 initialDOTsurname at soc.soton.ac.uk (edit in obvious way; spam precaution)
Hi you might find package(hyperbolicDist) interesting. best wishes robin> Dear all > >Currently, I'm implementing the generalized hyperbolic distribution into >Splus. Unfortunately the Bessel function is not implemented in Splus. In >R the Bessel function does exist but it is an internal function and I'm >not able to look at the code. > >Is there any possibility to see the code of the Bessel function in R or >does anybody has an implementation of the Bessel function in Splus? > >Thanks a lot for your help. > >Beat > > [[alternative HTML version deleted]] > >______________________________________________ >R-help at stat.math.ethz.ch mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html-- Robin Hankin Uncertainty Analyst Southampton Oceanography Centre SO14 3ZH tel +44(0)23-8059-7743 initialDOTsurname at soc.soton.ac.uk (edit in obvious way; spam precaution)
Dear Beat,
You might also want to look at the book by Zang and Jin - Computation of
Special Functions, John Wiley. They have Fortran sources for all the special
functions covered in there.
Ravi.
Ravi Varadhan, Ph.D.
Assistant Professor, The Center on Aging and Health
Division of Geriatric Medicine and Gerontology,
Johns Hopkins University,
2024 E. Monument Street, Suite 2-700
Baltimore, MD 21205.
(410) 502 - 7806.
________________________________
From: r-help-bounces@stat.math.ethz.ch on behalf of beat.huggler@rmf.ch
Sent: Wed 9/15/2004 4:24 AM
To: R-help@stat.math.ethz.ch
Subject: [R] Bessel function
Dear all
Currently, I'm implementing the generalized hyperbolic distribution into
Splus. Unfortunately the Bessel function is not implemented in Splus. In
R the Bessel function does exist but it is an internal function and I'm
not able to look at the code.
Is there any possibility to see the code of the Bessel function in R or
does anybody has an implementation of the Bessel function in Splus?
Thanks a lot for your help.
Beat
[[alternative HTML version deleted]]
______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[[alternative HTML version deleted]]
>Currently, I'm implementing the generalized hyperbolic distribution into >Splus. Unfortunately the Bessel function is not implemented in Splus. In >R the Bessel function does exist but it is an internal function and I'm >not able to look at the code.>Is there any possibility to see the code of the Bessel function in R or >does anybody has an implementation of the Bessel function in Splus?Have a look at Press-Teukolsky-Vetterling-Flannery: Numerical Recipes in C, Cambridge University Press, Chapter 6 (2nd edition). I guess you are looking for modified Bessel functions (see, 6.6). Hannu Kahra Progetti Speciali Monte Paschi Asset Management SGR S.p.A. Via San Vittore, 37 IT-20123 Milano, Italia Tel.: +39 02 43828 754 Mobile: +39 333 876 1558 Fax: +39 02 43828 247 E-mail: kahra at mpsgr.it Web: www.mpsam.it