[R] Bessel function

[Kahra Hannu]

>Currently, I'm implementing the generalized hyperbolic distribution into
>Splus. Unfortunately the Bessel function is not implemented in Splus. In
>R the Bessel function does exist but it is an internal function and I'm
>not able to look at the code.

>Is there any possibility to see the code of the Bessel function in R or
>does anybody has an implementation of the Bessel function in Splus?

Have a look at Press-Teukolsky-Vetterling-Flannery: Numerical Recipes in C, Cambridge University Press, Chapter 6 (2nd edition). I guess you are looking for modified Bessel functions (see, 6.6).


Hannu Kahra 
Progetti Speciali 
Monte Paschi Asset Management SGR S.p.A. 
Via San Vittore, 37
IT-20123 Milano, Italia 

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