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BesselK continuous function #1112

@stemangiola

Description

@stemangiola

Description

In order to build robust count models based for example on SICHEL distribution, a continuous version of the BesselK function is needed (nu being real instead of int).

There is a tread here https://discourse.mc-stan.org/t/besselk-with-the-order-v-as-real-parameter/7417/4 but I thought to lounch a feature request since is quite a delicate math function (that is not working natively in log scale in the R version and therefore unstable)

For feature requests:

The code is present in R

https://stat.ethz.ch/R-manual/R-devel/library/base/html/Bessel.html

Expected Output

count ~ sichel(mu, sigma, nu)

Current Version:

v2.18.1

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