Any update on that topic? I am trying to build up spatial regression model with Matérn covariance function that require modified Bessel of second kind with order as real parameter.

@lionel68 The PR was closed for now, but there is hope :-)

It is currently out of my short-term plan to complete this, but if there is need and will to cooperate on a final push to make it happen, then a lot of the work has been done. If you read the comments on the PR (start at the end) you’ll notice that there is a remaining part of the parameter space where the code has large error. This needs to be resolved if the code is to be included in the main codebase and I ran out of ideas. The computation is also very much slow.

Thanks @martinmodrak for the update and the infos on where things are stuck. However given my very limited math and C++ skills I do not feel comfortable to make the push. Also it seems that some Matern covariance functions are part of the new Stan release: https://github.com/stan-dev/stan/pull/2758, I’ll wait until this trickles down to RStan to have a go at using it for the models I have in mind.