Roxygen pour la nouvelle fonction
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man/cftocdf.Rd
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32
man/cftocdf.Rd
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\name{cftocdf}
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\alias{cftocdf}
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\title{Get distribution function from characteristic function}
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\usage{
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cftocdf(char.fun, n, min, max, param, wmin = 0, wmax = 50,
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MSwindows = FALSE)
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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 distribution function}
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\item{max}{Upper bound for distribution function}
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\item{param}{Characteristic function parameters}
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\item{wmin}{Lower bound for transform variate}
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\item{wmax}{Upper bound for transform variate}
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}
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\value{
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Distribution function values evaluated on [min,max] range
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}
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\description{
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Get distribution function from characteristic function
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}
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\author{
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François Pelletier
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}
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36
man/cftodensity.fft.Rd
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man/cftodensity.fft.Rd
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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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