ecf_real {empichar} R Documentation

## Real part of empirical characteristic function

### Description

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

### Usage

ecf_real(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 vector of size m with the real part of the empirical characteristic function.

### Examples

library(empichar)
t <- seq(-10, 10, 0.05)
X <- rnorm(150)
vals <- ecf_real(t, X)
plot(t, vals, type = "l")



[Package empichar version 1.0.0 Index]