CharFun: Numerical Computation Cumulative Distribution Function and Probability Density Function from Characteristic Function

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).

Version: 0.1.0
Imports: Bessel
Published: 2017-05-26
Author: Ľudmila Šimková
Maintainer: Ľudmila Šimková <ludula.simkova at gmail.com>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: README
CRAN checks: CharFun results

Downloads:

Reference manual: CharFun.pdf
Package source: CharFun_0.1.0.tar.gz
Windows binaries: r-devel: CharFun_0.1.0.zip, r-release: CharFun_0.1.0.zip, r-oldrel: CharFun_0.1.0.zip
OS X El Capitan binaries: r-release: CharFun_0.1.0.tgz
OS X Mavericks binaries: r-oldrel: CharFun_0.1.0.tgz

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