Struct CharacteristicFunction 

pub struct CharacteristicFunction {
    pub pmf: Vec<f64>,
}

Numerical evaluation of characteristic functions via finite-sum approximation.

For a discrete distribution with PMF pmf, computes φ(t) = Σ_k p_k · exp(i t k).

Fields

pmf: Vec<f64>

PMF values over support {0, 1, …, n-1}.

Implementations

impl CharacteristicFunction

pub fn new(pmf: Vec<f64>) -> Self

Creates a CharacteristicFunction from a PMF.

pub fn real_part(&self, t: f64) -> f64

Evaluates Re(φ(t)) = Σ_k p_k cos(t·k).

pub fn imag_part(&self, t: f64) -> f64

Evaluates Im(φ(t)) = Σ_k p_k sin(t·k).

pub fn modulus_sq(&self, t: f64) -> f64

Returns |φ(t)|².

pub fn moment(&self, k: u32) -> f64

Estimates the k-th moment E[X^k] via numerical differentiation of φ.

Uses the identity φ^(k)(0) = i^k E[X^k], evaluated at h → 0. Only reliable for small k due to floating-point cancellation.