The Characteristic Functions Toolbox (CharFun) consists of a set of algorithms for evaluating selected characteristic functions and algorithms for numerical inversion of the (combined and/or compound) characteristic functions, used to evaluate the probability density function (PDF) and the cumulative distribution function (CDF).
|Maintainer||Ľudmila Šimková <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on CRAN|
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