empichar1.0.1 package

Evaluates the Empirical Characteristic Function for Multivariate Samples

ecf

Empirical characteristic function

ecf_imag

Imaginary part of empirical characteristic function

ecf_mod

Modulus of empirical characteristic function

ecf_real

Real part of empirical characteristic function

Download source packageRead PDF manual

Evaluates the empirical characteristic function of univariate and multivariate samples. This package uses 'RcppArmadillo' for fast evaluation. It is also possible to export the code to be used in other packages at 'C++' level.

  • Maintainer: Guillermo Basulto-Elias
  • License: MIT + file LICENSE
  • Last published: 2023-12-08

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