CosPdfMulti {RMOPI}

Distribution Recovery with the COS method for Different parameters

Description

Restore the distribution with the COS method under different parameters settings for error analysis.

Usage

CosPdfMulti(x, Chf, N, a, b)

Arguments

x

vector of observations

Chf

the characteristic function

N

the number of cos term for summation

a

the lower limit of the truncation interval

b

the upper limit of the truncation interval

Value

A matrix that contains restored p.d.f. with different parameters

Examples

N <- 2**(1:6)
x <- seq(-5, 5, by = 10 / (32 - 1))
a <- -10.0
b <- 10.0
CosPdfMulti(x, StNormChf, N, a, b)