ecf_imag {empichar} | R Documentation |
Imaginary part of empirical characteristic function of a d-dimensional random variable. This function is evaluated at m vectors of size d.
ecf_imag(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 vector of size m with the imaginary part of the empirical characteristic function.
library(empichar)
t <- seq(-10, 10, 0.05)
X <- rnorm(150, mean = 1)
vals <- ecf_imag(t, X)
plot(t, vals, type = "l")