empichar
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Software:145436
Evaluates the Empirical Characteristic Function for Multivariate Samples
Last update: 8 December 2023
Copyright license: MIT license, File License
Software version identifier: 1.0.0, 1.0.1
Evaluates the empirical characteristic function of univariate and multivariate samples. This package uses 'RcppArmadillo' for fast evaluation. It is also possible to export the code to be used in other packages at 'C++' level.
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