the hypergeometric process: a flexible parameterization of the moving average process time series
we introduce an apparently new parameterisation of the wold decomposition of a standard box-jenkins time series model in terms of the hypergeometric function pf
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good point. it’s worth keeping mind, though, for the day when someone implements pfq(a1,...,ap; b1,...,bp; x) (generalized hypergeometric function).
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implementation of generalized hypergeometric function pfq
is there an implementation callable from c or c++ that allows the evaluation of the generalized hypergeometric function pfq(a1,...,ap; b1,...,bp; x)?
i tried gsl and boost, but i don't think the
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hypergeometricpfq—wolfram language documentation
hypergeometricpfq[{a1, ..., ap}, {b1, ..., bq}, z] is the generalized hypergeometric function \[null]p fq (a; b; z).
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