ComplexCF {StableEstim} | R Documentation |
Compute the characteristic function of stable laws
Description
Theoretical characteristic function (CF) of stable laws under parametrisation ‘S0’ or ‘S1’. See Nolan (2013) for more details.
Usage
ComplexCF(t, theta, pm = 0)
Arguments
t |
vector of (real) numbers where the CF is evaluated; numeric. |
theta |
vector of parameters of the stable law; vector of length 4. |
pm |
parametrisation, an integer (0 or 1); default: |
Details
For more details about the different parametrisation of the CF, see Nolan(2012).
Value
vector of complex numbers with dimension length(t)
.
References
Nolan JP (2012).
Stable Distributions - Models for Heavy Tailed Data.
Birkhauser, Boston.
In progress, Chapter 1 online at academic2.american.edu/\sim
jpnolan.
See Also
Examples
## define the parameters
nt <- 10
t <- seq(0.1, 3, length.out = nt)
theta <- c(1.5, 0.5, 1, 0)
pm <- 0
## Compute the characteristic function
CF <- ComplexCF(t = t, theta = theta, pm = pm)
CF
[Package StableEstim version 2.2 Index]