ecf {empichar} R Documentation

## Empirical characteristic function

### Description

Empirical characteristic function of a d-dimensional random variable. This function is evaluated at m vectors of size d.

### Usage

ecf(t, smp)


### Arguments

 t mxd matrix where the function will be evaluated. smp nxd matrix with sample size if size n.

### Details

This function must receive matrices or vectors. It is a wrapper function that allows more general inputs.

### Value

A complex vector of size m with the empirical characteristic function.

### Examples

library(empichar)
t <- seq(-10, 10, 0.05)
X <- rnorm(150, mean = 1)
vals <- ecf(t, X)
plot(t, Re(vals), type = "l", main = "real part")
plot(t, Im(vals), type = "l", main = "imaginary part")



[Package empichar version 1.0.0 Index]