The goal of empichar is to evaluate the empirical characteristic function meeting the following criteria:
C++ functions to be imported in other
R packages.RcppArmadillo).You can install the released version of empichar from CRAN with:
install.packages("empichar")| Function | Description |
|---|---|
ecf |
Empirical characteristic function of a given sample |
ecf_real |
Real part of the empirical characteristic function |
ecf_imag |
Imaginary part of the empirical characteristic function |
ecf_mod |
Modulus of the empirical characteristic function |
I will add a vignette later on. Meanwhile, consult the documentation
with help("ecf", "empichar"),
help("ecf_real", "empichar"),
help("ecf_imag", "empichar"),
help("ecf_mod", "empichar").
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