| Library: | math |
| See also: | cdfn normal pdfn qfn |
| Quantlet: | StandardNormalCharf | |
| Description: | computes the characteristic function of a one-dimensional normally distributed random variable. |
| Usage: | r = StandardNormalCharf(t,l) | |
| Input: | ||
| t | scalar, complex number indicating the point at which the characteristic function should be calculated | |
| l | list, containing l.mu (the expectation) and l.sigma (the standard deviation) of the Standard Normal Distribution | |
| Output: | ||
| r | scalar, complex number representing the value of the characteristic function at t | |
library("math")
mu = 0
sigma = 1
l = list(mu,sigma)
t = complex(1,1)
StandardNormalCharf(t,l)
Contents of r.re [1,] 0.5403 Contents of r.im [1,] -0.84147