I am a Pythonista, yet totally new to Julia though.
Could someone, please, demonstrate an example on how to code an empirical characteristic function (ideally multivariate) in Julia-way?
That is, let’s say, we’ve got a matrix
X of observations (
m rows by
n columns, where
m is number of observations,
n is dimension). So that, one could do smth like this:
ecf = estimate_ecf(X) println(ecf(t))
P.S. I assume, that cf() from Distributions.jl isn’t much suitable for this