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