The goal of empichar is to evaluate the empirical characteristic function meeting the following criteria:
C++
functions to be imported in other R
packages.RcppArmadillo
).You can install the released version of empichar from CRAN with:
install.packages("empichar")
| Function | Description |
|:-----------|:--------------------------------------------------------|
| ecf
| Empirical characteristic function of a given sample |
| ecf_real
| Real part of the empirical characteristic function |
| ecf_imag
| Imaginary part of the empirical characteristic function |
| ecf_mod
| Modulus of the empirical characteristic function |
I will add a vignette later on. Meanwhile, consult the documentation
with help("ecf", "empichar")
, help("ecf_real", "empichar")
,
help("ecf_imag", "empichar")
, help("ecf_mod", "empichar")
.
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