I would like to use an implementation of BesselK that accepts the order (v) as real (parameter). I found this thread Vignette for interfacing with external C++ code via rstan , that includes exactly the BesselK example. I was just wandering if from 2016 there was an alternative method to include i…

I think you have to wait until integral_1d is exposed.

Thanks Ben, are you able to give a rough time estimate? (so I can plan some work for the next weeks/months).

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.

The PR was closed [martinmodrak] Implemented log(BesselK) for fractional orders by martinmodrak on 04:46PM - 18 Feb 19 UTC 49 commits changed 5 files with 880 additions and 14 deletions.

@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 no…

We might see if we can extend the approach given in An algorithm for the rapid numerical evaluation of Bessel functions of real... We describe a method for the rapid numerical evaluation of the Bessel functions of the first and second kinds of nonnegative real orders and positive argumen…

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 ,…

BesselK with the order (v) as real (parameter)

Modeling

bgoodri January 25, 2019, 5:31am 4

It is in math. I think we just need to merge the PR for the language.

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BesselK with the order (v) as real (parameter)

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