R: Approximation of the Incomplete BesselK Function Iteratively
besselK_inc_ite
R Documentation
Approximation of the Incomplete BesselK Function Iteratively
Description
Approximates incomplete modified Bessel function using the algorithm
provided by Slevinsky and Safouhi (2010) and gives warnings when
loss of accuracy or an exception occurs.
besselK_inc_ite is the R
version of the routine described in Slevinsky and
Safouhi (2010) which encounters computional problems
when x and y increase. Function besselK_inc_ite
detects such problems and gives warnings when they occur.
Note
A C++ version of this function will be added in due course.
Slevinsky, R. M., and Safouhi, H (2010) A recursive algorithm
for the G transformation and accurate computation of
incomplete Bessel functions. Appl. Numer. Math.,
60 1411–1417.