[R] laplace transform

Andrew C. Ward s195404 at student.uq.edu.au
Fri Sep 5 07:03:51 CEST 2003

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