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BesselK continuous function #1112
Description
Activity
- changed the title
[-]Function BesselK continuous function[/-][+]BesselK continuous function[/+]on Feb 5, 2019 A related issues in stan: stan-dev/stan#1939
Could this be useful to build a Matérn covariance function for the Gaussian Processes?
For anyone wondering here: the PR is closed, but I am making slow progress now and then and have code that works for many contexts. If you need this function, let me know, I might try to increase the priority of resolving it completely :-)
With the introduction of hypergeometric pFq I believe we can use that to calculate the derivative of the modified bessel function of the second kind when
$\nu \notin \mathbb{Z}$ . From https://functions.wolfram.com/Bessel-TypeFunctions/BesselK/20/01/01/0002/
Description
In order to build robust count models based for example on SICHEL distribution, a continuous version of the BesselK function is needed (nu being real instead of int).
There is a tread here https://discourse.mc-stan.org/t/besselk-with-the-order-v-as-real-parameter/7417/4 but I thought to lounch a feature request since is quite a delicate math function (that is not working natively in log scale in the R version and therefore unstable)
For feature requests:
The code is present in R
https://stat.ethz.ch/R-manual/R-devel/library/base/html/Bessel.html
Expected Output
count ~ sichel(mu, sigma, nu)
Current Version:
v2.18.1