FromCF2yuima_law {yuima}

From a Characteristic Function to an yuima.law-object.

Description

This function returns an object of yuima.law-class and requires the characteristic function as the only input. Density, Random Number Generator, Cumulative Distribution Function and quantile function are internally constructed

Usage

FromCF2yuima_law(myfun, time.names = "t", var_char = "u", up = 45, 
low = -45, N_grid = 50001, N_Fourier = 2^10)

Arguments

myfun

A string that is the name of the characteristic function defined by Users.

time.names

Label of time.

var_char

Argument of the characteristic function.

up

Upper bound for the internal integration.

low

Lower bound for the internal integration.

N_grid

Observation grid.

N_Fourier

Number of points for the Fourier Inversion.

Details

The density function is obtained by means of the Fourier Transform.

Value

An object of yuima.law-class.

Author(s)

The YUIMA Project Team

Contacts: Lorenzo Mercuri [e-mail]