ecf {empichar} | R Documentation |
Empirical characteristic function of a d-dimensional random variable. This function is evaluated at m vectors of size d.
ecf(t, smp)
t |
mxd matrix where the function will be evaluated. |
smp |
nxd matrix with sample size if size n. |
This function must receive matrices or vectors. It is a wrapper function that allows more general inputs.
A complex vector of size m with the empirical characteristic function.
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")