[R-SIG-Finance] Parabolic cylinder function

Adrian Dragulescu adrian_d at eskimo.com
Mon Aug 25 16:22:57 CEST 2008


Check hypergeo package for an implementation of the hypergeometric
function.  You can express the solution to the parabolic cylinder equation
in terms of the hypergeometric function.  See Abramowits&Stegun.

Adrian

On Mon, 25 Aug 2008, Zornitsa Luleva wrote:

> Dear all,
>
> I need your advice since I am looking for an implementation of the parabolic
> cylinder function in R. I found implemantations of the hypergeometric
> functions (the Whittaker and the confluent hypogeometric functions) in the
> package fAsianOptions but the parabolic cylinder function was unfortunately
> not there. Do you know of such implementation?
>
> Thank you very much for your advice.
>
> Cheers,
> Zoe
>
> 	[[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>



More information about the R-SIG-Finance mailing list