ecf_imag: Imaginary part of empirical characteristic function

In empichar: Evaluates the Empirical Characteristic Function for Multivariate Samples

Imaginary part of empirical characteristic function

Description

Imaginary part of empirical characteristic function of a d-dimensional random variable. This function is evaluated at m vectors of size d.

Usage

ecf_imag(t, smp)

Arguments

t	m x d matrix where the function will be evaluated.
smp	n x d matrix with sample size if size n.

Details

This function must receive matrices or vectors. It is a wrapper function that allows more general inputs.

Value

A vector of size m with the imaginary part of the empirical characteristic function.

Examples

library(empichar)
t <- seq(-10, 10, 0.05)
X <- rnorm(150, mean = 1)
vals <- ecf_imag(t, X)
plot(t, vals, type = "l")

empichar documentation built on May 29, 2024, 5:30 a.m.