37 lines
772 B
Text
37 lines
772 B
Text
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\name{cftodensity.fft}
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\alias{cftodensity.fft}
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\title{Get density function from characteristic function using FFT}
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\usage{
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cftodensity.fft(char.fun, n, min, max, param)
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}
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\arguments{
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\item{char.fun}{Vectorized characteristic function}
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\item{n}{Amount of discretization points}
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\item{min}{Lower bound for density function}
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\item{max}{Upper bound for density function}
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\item{param}{Characteristic function parameters}
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}
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\value{
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A data.frame object containing
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transform.grid: transform variate grid
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char.fun.t: characteristic function evaluated at t
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density.grid: density function grid
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density.value: density function evaluated on [min,max]
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range
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}
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\description{
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Get density function from characteristic function using FFT
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}
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\author{
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François Pelletier
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}
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