Evaluates the empirical characteristic function of univariate and multivariate samples. This package uses 'RcppArmadillo' for fast evaluation. It is also possible to export the code to be used in other packages at 'C++' level.
The goal of empichar is to evaluate the empirical characteristic function meeting the following criteria:
C++functions to be imported in other
You can install the released version of empichar from CRAN with:
||Empirical characteristic function of a given sample|
||Real part of the empirical characteristic function|
||Imaginary part of the empirical characteristic function|
||Modulus of the empirical characteristic function|
I will add a vignette later on. Meanwhile, consult the documentation with
NEWS.mdfile to track changes to the package.