R/Examples/example_cfS_Gaussian.R

In gajdosandrej/CharFunToolR: Numerical Computation Cumulative Distribution Function and Probability Density Function from Characteristic Function

## EXAMPLE1
# CF of the Gaussian distribution N(0,1)
t <- seq(-5, 5, length.out = 501)
plotReIm(function(t)
        cfS_Gaussian(t), t, title = "CF of the Gaussian distribution N(0,1)")

## EXAMPLE2
# PDF/CDF of the Gaussian distribution N(0,1)
cf <- function(t)
        cfS_Gaussian(t)
x <- seq(-4, 4, length.out = 101)
prob <- c(0.9, 0.95, 0.99)
options <- list()
options$N <- 2 ^ 5
options$SixSigmaRule <- 8
result <- cf2DistGP(cf, x, prob, options)