TmixDistIF {tdist}R Documentation

The internal function for coputation of the characteristic function of a linear combination of independent Student's t-variables

Description

Computes characteristic function of a linear combination of independent Student's t-variables with small degrees of freedom (df <= 100).

Usage

tchfvw(tt, nu, l)

Arguments

tt vector of real number in wich characteristic function is evaluated.
nu vector of degrees of freedom
l vector of coefficients

Value

A list of

chf vector of values of characteristic function.
tt vector of real number in wich characteristic function is evaluated.

Author(s)

Viktor Witkovsky witkovsky@savba.sk. Rewritten from Matlab algorithm to R by Alexander Savin savin@savba.sk.

See Also

tcdfpdf, tdist, tinvvw.


[Package tdist version 0.1-1.1 Index]