He is exclusively a post-Vedic god, though he has been identified by the Hindus with the Rudra of the Vedas, and numerous features of Siva's character and history are developed from those of Rudra.
His name does not occur in the Vedas, but in later Hinduism he is an important divinity.
In prison he pursued the Vedic studies which had already given him a place in oriental scholarship. His elaborate paper on " The Orion, or Researches into the Antiquity of the Vedas," read at the International Congress of Orientalists, London 1892 (published at Poona, 1893), was followed in 1903 by his " Arctic Home in the Vedas " - expounding a theory of extremely remote Aryan origins which has failed to secure the acceptance of other scholars.
The practice of cutting off the hair of the dead prevailed in India, though it does not appear in the Vedas (Monier-Williams, Religious Thought and Life in India, p. 281).
In 1816 he established a society, consisting only of Hindus, in which texts from the Vedas were recited and theistic hymns chanted.