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 <ludula.simkova@gmail.com>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("CharFun")

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CharFun documentation built on May 2, 2019, 9:18 a.m.