Ajout de fonctions pour les quantités empiriques

This commit is contained in:
François Pelletier 2014-02-19 21:49:11 -05:00
parent ee851a9e0f
commit 01505a567b
8 changed files with 156 additions and 0 deletions

22
man/emk.Rd Normal file
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\name{emk}
\alias{emk}
\title{Empirical cumulants for individual data}
\usage{
emk(DATA, order = 1:4)
}
\arguments{
\item{DATA}{a vector of individual data}
\item{order}{order of the cumulant. Must be between 1 and
4.}
}
\value{
A vector of cumulants
}
\description{
Empirical cumulants for individual data
}
\author{
François Pelletier
}

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\name{empCF}
\alias{empCF}
\title{Empirical Characteristic function}
\usage{
empCF(t, DATA)
}
\arguments{
\item{t}{Vector of transform variates}
\item{DATA}{Vector of individual data}
}
\value{
A vector of CF values
}
\description{
Evaluate the empirical CF from a data sample
}
\author{
François Pelletier
}

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\name{empCGF}
\alias{empCGF}
\title{Empirical Coment Generating function}
\usage{
empCGF(t, DATA)
}
\arguments{
\item{t}{Vector of transform variates}
\item{DATA}{Vector of individual data}
}
\value{
A vector of CGF values
}
\description{
Evaluate the empirical CGF from a data sample
}
\author{
François Pelletier
}

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\name{empMGF}
\alias{empMGF}
\title{Empirical Moment Generating function}
\usage{
empMGF(t, DATA)
}
\arguments{
\item{t}{Vector of transform variates}
\item{DATA}{Vector of individual data}
}
\value{
A vector of MGF values
}
\description{
Evaluate the empirical MGF from a data sample
}
\author{
François Pelletier
}