Displaying 2 results from an estimated 2 matches for "kummeru".
2010 Sep 24
0
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,...
2004 Jul 04
1
Rmetrics 191.10057
...gamma
Function "Psi", the Incomplete Gamma Function "igamma", the
Gamma Function fpr complex arguments, and the Pochhammer Symbol
"Pochhammer". In Part II, the Confluent Hypergeometric Functions
of the 1st Kind and 2nd Kind "kummerM" and "kummerU", the
Whittaker Functions "whittakerM" and "whittakerW" and the
Hermite Polynomials "hermiteH"
2004-06-29 fOptions/demo
A new example file named "xmpSpecFunsEBM.R" has been added
which shows how to use Gamma Functions, Confluent Hypergeo...