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" <[EMAIL PROTECTED]> 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 > [EMAIL PROTECTED] > > > Quoting Luca Laghi <[EMAIL PROTECTED]>: > > > Dear users, > > is anybody of you aware of a R command to perform laplace > > transform or > > even its inversion? > > Thank you very much. > > Luca > > > > ______________________________________________ > > [EMAIL PROTECTED] mailing list > > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > > > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
