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2004 Jul 04
1
Rmetrics 191.10057
...ns which are used in the theory of exponential Brownian Motion. The functions included are: In Part I, the Error Function "erf", the Psi or Digamma 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" 2...