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Showing content from http://cran.rstudio.com/web/packages/Rcpp/../RcppDynProg/../Rcpp/../empichar/readme/README.html below:

README

empichar

The goal of empichar is to evaluate the empirical characteristic function meeting the following criteria:

  1. Allow the C++ functions to be imported in other R packages.
  2. Make a fast evaluation (using RcppArmadillo).
  3. Check the dimensions of the input arguments.
  4. If desired, compute only the real part, imaginary part or modulus of the empirical characteristic function (faster than taking the real part of the empirical characteristic function).
Installation

You can install the released version of empichar from CRAN with:

Available functions ecf Empirical characteristic function of a given sample ecf_real Real part of the empirical characteristic function ecf_imag Imaginary part of the empirical characteristic function ecf_mod Modulus of the empirical characteristic function Documentation

I will add a vignette later on. Meanwhile, consult the documentation with help("ecf", "empichar"), help("ecf_real", "empichar"), help("ecf_imag", "empichar"), help("ecf_mod", "empichar").

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