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)