gajdosandrej/CharFunToolR: Numerical Computation Cumulative Distribution Function and Probability Density Function from Characteristic Function
The Characteristic Functions Toolbox (CharFunToolR) consists of a set of algorithms for evaluating selected characteristic functions and algorithms for numerical inversion of the (combined and/or compound) characteristic functions, used to evaluate the probability density function (PDF) and the cumulative distribution function (CDF). This is R version of Witkovsky's Matlab package CharFunTool (not an identical clone).
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Package details |
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| Author | Viktor Witkovsky, Andrej Gajdos, Branislav Lacovic |
| Maintainer | Andrej Gajdos <andrejg44@gmail.com> |
| License | License: MIT + file LICENSE |
| Version | 0.6.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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