I'm using Incanter and Parallel Colt for a project, and need to have a function that returns the modified Bessel function of an order n for a value v.
The Colt library has two methods for order 0 and order 1, but beyond that, only a method that return the Bessel function of order n for a value v (cern.jet.math.tdouble.Bessel/jn).
I'm trying to build the R function, dskellam(x,lambda1, lambda2) for the Skellam distribution, in Clojure/Java
Is there something I can do with the return value of the Bessel method to convert it to a modified Bessel?
No, the difference isn't a simple transformation, as these links make clear:
http://mathworld.wolfram.com/BesselFunctionoftheFirstKind.html
http://mathworld.wolfram.com/ModifiedBesselFunctionoftheFirstKind.html
I'd have a look at "Numerical Recipes" or Abramowitz & Stegun. It wouldn't be hard to implement your own in a short period of time.
Here's a Java implementation of the modified Bessel functions: