Christopher J Geoga
PhD student at Rutgers University, Dept. of Statistics
The modified Bessel function of the second kind, provided by
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.