The RcppBessel package exports an Rcpp interface for the
Bessel functions found in the Bessel package of Maechler by
wrapping the functions in the C code (translated and cleaned up from
Amos’ original FORTRAN code by Maechler) into C++. Not all functionality
is exposed, in order to keep things simple, but may be expanded in the
future to export more of the functions such as those for the asymptotic
expansion of BesselK and BesselI for large nu and x. The package also
exports the functions for use in R, as it was found to offer a speed up
of up to 10x.
The initial motivation for writing this package was so as to allow the modified Bessel function of the second kind to be used in C++ code which the author needed in another package. The Boost implementation does not allow for complex arguments whilst the special math functions in std library are not available for Mac OS (via the shipped libc++). Additionally, neither of those implementations has the option of exponential scaling.
Until the package makes its way to CRAN, you can install it as follows:
remotes::install_github("alexiosg/RcppBessel", dependencies = TRUE)