R-universe search: topic:special-functions

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HypergeoMat:Hypergeometric Function of a Matrix Argument

Evaluates the hypergeometric functions of a matrix argument, which appear in random matrix theory. This is an implementation of Koev & Edelman's algorithm (2006) <doi:10.1090/S0025-5718-06-01824-2>.

Maintained by Stéphane Laurent. Last updated 8 months ago.

hypergeometric-function julia rcpp special-functions cpp

3 stars 4.41 score 17 scripts

stla

OwenQ:Owen Q-Function

Evaluates the Owen Q-function for an integer value of the degrees of freedom, by applying Owen's algorithm (1965) <doi:10.1093/biomet/52.3-4.437>. It is useful for the calculation of the power of equivalence tests.

Maintained by Stéphane Laurent. Last updated 2 years ago.

owen-qfunctions rcpp special-functions cpp

4.00 score 9 scripts

stla

Carlson:Carlson Elliptic Integrals and Incomplete Elliptic Integrals

Evaluation of the Carlson elliptic integrals and the incomplete elliptic integrals with complex arguments. The implementations use Carlson's algorithms <doi:10.1007/BF02198293>. Applications of elliptic integrals include probability distributions, geometry, physics, mechanics, electrodynamics, statistical mechanics, astronomy, geodesy, geodesics on conics, and magnetic field calculations.

Maintained by Stéphane Laurent. Last updated 1 years ago.

elliptic-integrals special-functions cpp

1 stars 3.26 score 12 scripts 1 dependents