FourierStuff/man/cftodensity.fft.Rd
2014-02-01 23:13:12 -05:00

36 lines
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R

\name{cftodensity.fft}
\alias{cftodensity.fft}
\title{Get density function from characteristic function using FFT}
\usage{
cftodensity.fft(char.fun, n, min, max, param)
}
\arguments{
\item{char.fun}{Vectorized characteristic function}
\item{n}{Amount of discretization points}
\item{min}{Lower bound for density function}
\item{max}{Upper bound for density function}
\item{param}{Characteristic function parameters}
}
\value{
A data.frame object containing
transform.grid: transform variate grid
char.fun.t: characteristic function evaluated at t
density.grid: density function grid
density.value: density function evaluated on [min,max]
range
}
\description{
Get density function from characteristic function using FFT
}
\author{
François Pelletier
}