[R] laplace transform

[Andrew C. Ward]

Dear Ravi,

R calls many functions that are written in FORTRAN. As a
start on how to do this, perhaps look at the cluster
package.


Regards,

Andrew C. Ward

CAPE Centre
Department of Chemical Engineering
The University of Queensland
Brisbane Qld 4072 Australia
andreww at cheque.uq.edu.au


Quoting Ravi Varadhan <rvaradha at jhsph.edu>:

> Hi:
> 
> I have written a Fortran program based on the
> Gaver-Stehfest algorithm, 
> which uses only real numbers (as opposed to the more
> powerful methods 
> using complex numbers). However, this can't be used in R
> since the 
> function specifying the inverse of the Laplace transform
> must also be 
> written in Fortran.  I would be interested in learning
> how to define 
> the function in R and then calling the Fortran
> subroutines to do the 
> inverse computations. Can anyone tell me how to do this?
> 
> thanks,
> Ravi.
> 
> ----- Original Message -----
> From: "Andrew C. Ward" <s195404 at student.uq.edu.au>
> Date: Friday, September 5, 2003 1:03 am
> Subject: Re: [R] laplace transform
> 
> > Dear Luca,
> > 
> > I don't think that R has a built-in function for doing
> > Laplace or inverse Laplace transforms. I remember
> having to
> > use an IMSL routine (INLP, I think) to do this many
> years
> > ago. When I looked at the article that the algorithm
> was
> > based on, I found that as an example the author showed
> how
> > well the method worked when inverting 1/s! Presumably,
> 
> > things have improved since then.
> > 
> > A Google search of (numerical "inverse laplace
> transform")
> > yields a number of references that should get you
> started.
> > If you write some R code to do this, think about
> submitting
> > it to CRAN. Even though a lot of R/S code is devoted
> to
> > statistical methods, there's no reason at all why all
> kinds
> > of other things can't be written.
> > 
> > 
> > Regards,
> > 
> > Andrew C. Ward
> > 
> > CAPE Centre
> > Department of Chemical Engineering
> > The University of Queensland
> > Brisbane Qld 4072 Australia
> > andreww at cheque.uq.edu.au
> > 
> > 
> > Quoting Luca Laghi <llaghi at foodsci.unibo.it>:
> > 
> > > Dear users,
> > > is anybody of you aware of a R command to perform
> laplace
> > > transform or
> > > even its inversion?
> > > Thank you very much.
> > > Luca
> > > 
> > > ______________________________________________
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> > >
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> > >
> > 
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> > 
> 
>