I am pleased to announce the immediate availability on CRAN of the new
package expint: https://cran.r-project.org/package=expint.
The exponential integral
E_1(x) = int_x^\Inf exp(-t)/t dt, x real
and the incomplete gamma function
G(a, x) = \int_x^\Inf t^{a-1} exp(-t) dt, x > 0, a real
are two closely related functions that arise in various fields of
mathematics.
expint is a small package that intends to fill a gap in R's
support for mathematical functions by providing facilities to compute
the exponential integral and the incomplete gamma function.
Furthermore, and perhaps most conveniently for R package developers,
the package also gives easy access to the underlying C workhorses
through an API; see the exhaustive package vignette for details.
The C routines are derived from the GNU Scientific Library.
Best,
v.