Antonio José Sáez Castillo
2010-Sep-24 10:38 UTC
[R] Inaccuracy of kummerU (fAsianOptions) (Tricomi function)
Hello, I need to use the confluent function of second kind, also known as Tricomi function. It is implemented as kummerU() function in fAsianOptions package, but I've found very inaccurate values, comparing with those provided by Mathematica. I think Mathematica values are OK because kummerU values leads to negative probabilities. For example, if you try the kummerU() function example, you obtain: x = c(0.001, 0.01, 0.1, 1, 10, 100, 1000) a = 1/3; b = 2/3 U = Re ( kummerU(x, a = a, b = b) ) cbind(x, U) x U Mathematica [1,] 1e-03 1.827638e+00 1.82764 [2,] 1e-02 1.659957e+00 1.65996 [3,] 1e-01 1.341021e+00 1.34102 [4,] 1e+00 8.745968e-01 0.874597 [5,] 1e+01 4.548890e-01 0.454805 [6,] 1e+02 1.731286e+35 0.214970 [7,] 1e+03 -1.318568e+76 0.0999778 I've added a third column in the table with Mathematica values, where you can see the great differences in the last values. I have a lot of examples of these differences, with non very strange parameters values. I've also tried to define the Tricomi function in relation to the usual confluent function given by genhypergeo(), but errors are even greater. Does anybody know another function or another way to define an accurate version of Tricomi function? -- Dr. Antonio José Sáez Castillo Dpto. de Estadística e Investigación Operativa Escuela Politécnica Superior de Linares Universidad de Jaén C/ Alfonso X El Sabio 28, 23700 Linares (Jaén) ESPAÑA Tlf. y FAX +34 953 648578 [[alternative HTML version deleted]]