ComplexCF: Compute the characteristic function of stable laws

In StableEstim: Estimate the Four Parameters of Stable Laws using Different Methods

Compute the characteristic function of stable laws

Description

Theoretical characteristic function (CF) of stable laws under parametrisation ‘S0’ or ‘S1’. See Nolan (2013) for more details.

Usage

ComplexCF(t, theta, pm = 0)

Arguments

t	vector of (real) numbers where the CF is evaluated; numeric.
theta	vector of parameters of the stable law; vector of length 4.
pm	parametrisation, an integer (0 or 1); default: pm = 0 (Nolan's ‘S0’ parametrisation).

Details

For more details about the different parametrisation of the CF, see Nolan(2012).

Value

vector of complex numbers with dimension length(t).

References

\insertRef

nolan:2012StableEstim

See Also

jacobianComplexCF

Examples

## define the parameters
nt <- 10
t <- seq(0.1, 3, length.out = nt)
theta <- c(1.5, 0.5, 1, 0)
pm <- 0

## Compute the characteristic function
CF <- ComplexCF(t = t, theta = theta, pm = pm)
CF

StableEstim documentation built on Aug. 7, 2022, 5:17 p.m.