[R] laplace transform

Ravi Varadhan rvaradha at jhsph.edu
Fri Sep 5 21:24:02 CEST 2003


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 at 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 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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> >
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