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@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@foodsci.unibo.it>:

R-help at stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help

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@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

______________________________________________

R-help at stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help

______________________________________________is anybody of you aware of a R command to perform laplace

transform or

even its inversion?

Thank you very much.

Luca

______________________________________________

R-help at stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help

R-help at stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help