18 lines
479 B
R
18 lines
479 B
R
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# Empirical Cumulant Generating function
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#
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# Author: François Pelletier
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###############################################################################
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#' Empirical Coment Generating function
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#'
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#' Evaluate the empirical CGF from a data sample
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#' @param t Vector of transform variates
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#' @param DATA Vector of individual data
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#' @return A vector of CGF values
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#' @author François Pelletier
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empCGF <- function(t,DATA)
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{
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log(colMeans(outer(DATA,t,function(x,y) exp(x*y))))
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}
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