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?


----- 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.


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.

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

Search Discussions

Discussion Posts


Follow ups

Related Discussions

Discussion Navigation
viewthread | post
posts ‹ prev | 3 of 5 | next ›
Discussion Overview
groupr-help @
postedSep 4, '03 at 2:31p
activeSep 6, '03 at 5:27p



site design / logo © 2018 Grokbase