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BESSELK Function for Non-integer orders

BesselK function is very important statistical function and used widely in insurance and banking sector. Most of the standard statistical packages such as Matlab, R and (even Excel) has got it as built in function.

SAS has got JBessel and iBessel Functions but they are only available for positive orders which is not sufficient to calculate the BesselK function values for non-integer orders.SAS does not have this function and there is no way to approximate using iBessel or jBessel functions in SAS.