ecf {empichar}

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

m x d matrix where the function will be evaluated.

smp

n x d 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")