[R] laplace transform
Martin Maechler
maechler at stat.math.ethz.ch
Sat Sep 6 19:27:59 CEST 2003
>>>>> "Andrew" == Andrew C Ward <s195404 at student.uq.edu.au>
>>>>> on Sat, 6 Sep 2003 11:32:41 +0000 writes:
Andrew> Dear Ravi, R calls many functions that are written
Andrew> in FORTRAN. As a start on how to do this, perhaps
Andrew> look at the cluster package.
But that doesn't help Ravi.
He needs to learn how to call R functions from compiled code,
since one wants the laplace transform of an R function.
1) you can do this only from C, not from Fortran
2) This is not a big problem, since it will be the C code that
both calls into Fortran and into R.
In some sense, this problem is very much similar ``in spirit''
to solving differential equations:
You have functions as input and functions as output.
And you are lucky: The "odesolve" CRAN package has the same
basic setup as you: It uses a Fortran algorithm to solve
differential equations specified by R functions.
So download odesolve (source, not "install package"), study its
code and learn :-) You definitely should also (first) learn
from reading in the "Writing R Extensions" manual, particularly
the chapter "System and foreign language interfaces".
Regards,
Martin Maechler <maechler at stat.math.ethz.ch> http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum LEO C16 Leonhardstr. 27
ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
phone: x-41-1-632-3408 fax: ...-1228 <><
Andrew> Quoting Ravi Varadhan <rvaradha at jhsph.edu>:
>> Hi:
>>
>> I have written a Fortran program based on the
>> Gaver-Stehfest algorithm, which uses only real numbers
>> (as opposed to the more powerful methods using complex
>> numbers). However, this can't be used in R since the
>> function specifying the inverse of the Laplace transform
>> must also be written in Fortran. I would be interested
>> in learning how to define the function in R and then
>> calling the Fortran subroutines to do the inverse
>> computations. Can anyone tell me how to do this?
>>
>> thanks, Ravi.
>>
>> ----- Original Message ----- From: "Andrew C. Ward"
>> <s195404 at student.uq.edu.au> Date: Friday, September 5,
>> 2003 1:03 am Subject: Re: [R] laplace transform
>>
>> > Dear Luca,
>> >
>> > I don't think that R has a built-in function for doing
>> > Laplace or inverse Laplace transforms. I remember
>> having to > use an IMSL routine (INLP, I think) to do
>> this many years > ago. When I looked at the article that
>> the algorithm was > based on, I found that as an example
>> the author showed how > well the method worked when
>> inverting 1/s! Presumably,
>>
>> > things have improved since then.
>> >
>> > A Google search of (numerical "inverse laplace
>> transform") > yields a number of references that should
>> get you started. > If you write some R code to do this,
>> think about submitting > it to CRAN. Even though a lot of
>> R/S code is devoted to > statistical methods, there's no
>> reason at all why all kinds > of other things can't be
>> written.
>> >
>> >
>> > Regards,
>> >
>> > Andrew C. Ward
>> >
>> > CAPE Centre > Department of Chemical Engineering > The
>> University of Queensland > Brisbane Qld 4072 Australia >
>> andreww at cheque.uq.edu.au
>> >
>> >
>> > Quoting Luca Laghi <llaghi at foodsci.unibo.it>:
>> >
>> > > Dear users, > > is anybody of you aware of a R
>> command to perform laplace > > transform or > > even its
>> inversion? > > Thank you very much. > > Luca
>> > >
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