Re: [R] besselK

From: Robin Hankin <r.hankin_at_noc.soton.ac.uk>
Date: Thu, 14 Jun 2007 11:34:58 +0100

Hello

AFAIK, R has no capability for evaluating Bessel functions for complex arguments.

Bessel functions for complex arguments are difficult to evaluate numerically.
Some Bessel functions require cut lines or consideration of Riemann surfaces.

The GSL library (for which the gsl package is an R wrapper) does not include such functionality although the issue has arisen on the GSL email list a couple of times over the last few years.

Writing R functionality for Bessel functions (and in particular the Airy function) is on my List of Things To Do, but don't hold your breath . . .

best wishes

Robin

On 14 Jun 2007, at 10:31, ivivi mwaniki wrote:

> Assistance,
> besselK- complex number problem
> Im a student intrested in using R in my learning and research
> work in option pricing however i have a problem with besselK
> function In R.
> Would you assit me in computing the besselK of third kind of a
> complex number in R.
> Any code or suggestion will be highly appriceiated
> eg
> besselK(2,10) works well.. but
> besselK(2,10i) doesnt work !!
>
> im supprised it works in MATLAB but NOT in R.
> rgds
> ivivi mwaniki
> student kenya
>
>
> ---------------------------------
> Don't pick lemons.
>
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--
Robin Hankin
Uncertainty Analyst
National Oceanography Centre, Southampton
European Way, Southampton SO14 3ZH, UK
  tel  023-8059-7743

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Received on Thu 14 Jun 2007 - 10:59:47 GMT

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