Error in package 'fAsianOptions', function 'kummerM'

Kerstin Johnsson johnsson at maths.lth.se
Mon Aug 1 18:07:44 CEST 2011


Hi,

While trying to use the function 'kummerM' to compute the mean of the
non-central chi-distribution I noticed that 'kummerM' very often yields
incorrect results, e.g.

library(fAsianOptions)   # Load function: kummerM

x <- seq(-200, 0, length.out = 200)
y <- kummerM(x, a = 1, b = 2)
plot(x, log(abs(y)), type = 'l')

Are you working on this?

Best regards,
Kerstin Johnsson

-- 
Kerstin Johnsson, PhD student
Centre for Mathematical Sciences, Lund University
Office: Matematikcentrum, room 340
Phone: +46 (0) 46 222 75 34
E-mail: johnsson at maths.lth.se



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