ecf_mod: Modulus of empirical characteristic function

In empichar: Evaluates the Empirical Characteristic Function for Multivariate Samples

Description

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

Usage

ecf_mod(t, smp)

Arguments

t	mxd matrix where the function will be evaluated.
smp	nxd 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 modulus of the empirical characteristic function.

Examples

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

empichar documentation built on May 8, 2019, 5:03 p.m.