Evaluates the Empirical Characteristic Function for Multivariate Samples

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.


empichar

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The goal of empichar is to evaluate the empirical characteristic function meeting the following criteria:

  1. Allow the C++ functions to be imported in other R packages.
  2. Make a fast evaluation (using RcppArmadillo).
  3. Check the dimensions of the input arguments.
  4. If desired, compute only the real part, imaginary part or modulus of the empirical characteristic function (faster than taking the real part of the empirical characteristic function).

Installation

You can install the released version of empichar from CRAN with:

install.packages("empichar")

Available functions

Function Description
ecf Empirical characteristic function of a given sample
ecf_real Real part of the empirical characteristic function
ecf_imag Imaginary part of the empirical characteristic function
ecf_mod Modulus of the empirical characteristic function

Documentation

I will add a vignette later on. Meanwhile, consult the documentation with help("ecf", "empichar"), help("ecf_real", "empichar"), help("ecf_imag", "empichar"), help("ecf_mod", "empichar").

News

empichar 1.0.0

  • Added a NEWS.md file to track changes to the package.

Reference manual

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install.packages("empichar")

1.0.0 by Guillermo Basulto-Elias, 2 months ago


Browse source code at https://github.com/cran/empichar


Authors: Guillermo Basulto-Elias [aut, cre]


Documentation:   PDF Manual  


Task views: Probability Distributions


MIT + file LICENSE license


Imports Rcpp

Suggests testthat, spelling, covr

Linking to Rcpp, RcppArmadillo


See at CRAN