PhD student at Rutgers University, Dept. of Statistics
16:50 UTC
The modified Bessel function of the second kind, provided by SpecialFunctions.jl
as besselk
, is an important function in several fields. Despite its significance, convenient numerical implementations of its derivatives with respect to the order parameter are not easily available. In this talk, we discuss a solution to this problem that leverages Julia's exceptional automatic differentiation ecosystem to provide fast and accurate derivatives with respect to order.