CharFun: Numerical Computation Cumulative Distribution Function and Probability Density Function from Characteristic Function

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).

Getting started

Package details

AuthorĽudmila Šimková
MaintainerĽudmila Šimková <[email protected]>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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CharFun documentation built on May 29, 2017, 11:44 p.m.