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:
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")
.