>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 Tel.: +39 02 43828 754 Mobile: +39 333 876 1558 Fax: +39 02 43828 247 E-mail: [EMAIL PROTECTED] Web: www.mpsam.it ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
