Numerical Computation Cumulative Distribution Function and Probability Density Function from Characteristic Function
Overview
The Characteristic Functions Toolbox (CharFun) consists of a set of algorithms for evaluating selected characteristic functions and algorithms for numerical inversion of the (combined and/or compound) characteristic functions, used to evaluate the probability density function (PDF) and the cumulative distribution function (CDF).
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Documentation
- Help pages
- 32
- Examples that run
- 100%29 run in a plain check
- Exported functions with examples
- 91%
- Documented parameters
- 100%
- Return-value docs
- 97%
- Help pages citing references
- 0%
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Dependencies
Code & Tests
People & History
- RR 4.0.0 released · 2020-04-24
- archivedRemoved from CRAN2019-05-27check problems were not corrected in time
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 0.1.02017-05-26
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2017-05-26
- Total releases
- 1 / 9 yrs
- License
- MIT + file LICENSE OSI
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