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").