# Empirical Characteristic function # # Author: François Pelletier ############################################################################### #' Empirical Characteristic function #' #' Evaluate the empirical CF from a data sample #' @param t Vector of transform variates #' @param DATA Vector of individual data #' @return A vector of CF values #' @author François Pelletier empCF <- function(t,DATA) { colMeans(outer(DATA,t,function(x,y) exp(1i*x*y))) }