CosPdfMulti: Distribution Recovery with the COS method for Different...
In RMOPI: Risk Management and Optimization for Portfolio Investment
CosPdfMulti R Documentation
Distribution Recovery with the COS method for Different parameters
Description
Restore the distribution with the COS method under different parameters settings for error analysis.
Usage
CosPdfMulti(x, Chf, N, a, b)
Arguments
x
vector of observations
Chf
the characteristic function
N
the number of cos term for summation
a
the lower limit of the truncation interval
b
the upper limit of the truncation interval
Value
A matrix that contains restored p.d.f. with different parameters
Examples
N <- 2**(1:6)
x <- seq(-5, 5, by = 10 / (32 - 1))
a <- -10.0
b <- 10.0
CosPdfMulti(x, StNormChf, N, a, b)
RMOPI documentation built on Aug. 22, 2022, 5:07 p.m.
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| CosPdfMulti | R Documentation |
Distribution Recovery with the COS method for Different parameters
Description
Restore the distribution with the COS method under different parameters settings for error analysis.
Usage
CosPdfMulti(x, Chf, N, a, b)
Arguments
x |
vector of observations |
Chf |
the characteristic function |
N |
the number of cos term for summation |
a |
the lower limit of the truncation interval |
b |
the upper limit of the truncation interval |
Value
A matrix that contains restored p.d.f. with different parameters
Examples
N <- 2**(1:6) x <- seq(-5, 5, by = 10 / (32 - 1)) a <- -10.0 b <- 10.0 CosPdfMulti(x, StNormChf, N, a, b)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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