Description
Evaluates the Empirical Characteristic Function for Multivariate Samples.
Description
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.
README.md
empichar
The goal of empichar is to evaluate the empirical characteristic function meeting the following criteria:
- Allow the
C++functions to be imported in otherRpackages. - Make a fast evaluation (using
RcppArmadillo). - Check the dimensions of the input arguments.
- If desired, compute only the real part, imaginary part or modulus of the empirical characteristic function (faster than taking the real part of the empirical characteristic function).
Installation
You can install the released version of empichar from CRAN with:
install.packages("empichar")
Available functions
| Function | Description |
|---|---|
ecf | Empirical characteristic function of a given sample |
ecf_real | Real part of the empirical characteristic function |
ecf_imag | Imaginary part of the empirical characteristic function |
ecf_mod | Modulus of the empirical characteristic function |
Documentation
I will add a vignette later on. Meanwhile, consult the documentation with help("ecf", "empichar"), help("ecf_real", "empichar"), help("ecf_imag", "empichar"), help("ecf_mod", "empichar").