pkummer: Confluent hypergeometric or Kummer function

Description Usage Arguments Details Value Author(s)

Description

A parallel implementation of the confluent hypergeometric function {}_{1}F_{1}(x ; a; b) using RcppParallel package

Usage

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pkummer(x, a, b, relTol = 1e-06,
  nThreads = RcppParallel::defaultNumThreads())

Arguments

x,

a, b numeric vectors of the same length

relTol

relative tolerance (default value 1e-6) understood as the ratio of each term in the series relative to the sum

Details

This function is implemented in C++. It is based on Pearson et al (2016). It implements the Taylor series method together with an asymtoptic expansion based on Watson's lemma. The actual implementation uses parallelFor from RcppParallel package together with a functor that computes confluent hypergeometric function for chunks of vectors x, a, b

Value

Return a numeric vector with the values of the function

Author(s)

Bogdan Oancea


MobilePhoneESSnetBigData/pestim documentation built on May 31, 2019, 2:44 p.m.