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
[EMAIL PROTECTED]


Quoting Ravi Varadhan <[EMAIL PROTECTED]>:

> 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" <[EMAIL PROTECTED]>
> 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
> > [EMAIL PROTECTED]
> > 
> > 
> > Quoting Luca Laghi <[EMAIL PROTECTED]>:
> > 
> > > Dear users,
> > > is anybody of you aware of a R command to perform
> laplace
> > > transform or
> > > even its inversion?
> > > Thank you very much.
> > > Luca
> > > 
> > > ______________________________________________
> > > [EMAIL PROTECTED] mailing list
> > >
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> > >
> > 
> > ______________________________________________
> > [EMAIL PROTECTED] mailing list
> > https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> > 
> 
>

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