autoconv: Auto Convolution
In LSWPlib: Simulation and Spectral Estimation of Locally Stationary Wavelet Packet Processes
autoconv R Documentation
Auto Convolution
Description
autoconv computes the linear convolution of a numeric vector with itself.
It is based on the fft function and is twicked to achieve maximum performance.
Usage
autoconv(x)
Arguments
x
a real or complex vector
Details
The speed of calculation for the linear convolution depends upon the number of factors
in the number representing the vector length. This implementation maximizes calculation speed for vectors
of dyadic length, or lengths with a single factor.
Value
The linear auto convolution of a given vector with itself,
which is equivalent with its inner product.
Author(s)
Alessandro Cardinali
References
A. Cardinali and G.P. Nason (2017). Locally Stationary Wavelet Packet Processes:
Basis Selection and Model Fitting. Journal of Time Series Analysis, 38:2, 151-174.
See Also
fft, convolve.
Examples
v <- rnorm(n = 64)
vv <- autoconv(x = v)
LSWPlib documentation built on March 18, 2022, 6:55 p.m.
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| autoconv | R Documentation |
Auto Convolution
Description
autoconv computes the linear convolution of a numeric vector with itself.
It is based on the fft function and is twicked to achieve maximum performance.
Usage
autoconv(x)
Arguments
x |
a real or complex vector |
Details
The speed of calculation for the linear convolution depends upon the number of factors in the number representing the vector length. This implementation maximizes calculation speed for vectors of dyadic length, or lengths with a single factor.
Value
The linear auto convolution of a given vector with itself, which is equivalent with its inner product.
Author(s)
Alessandro Cardinali
References
A. Cardinali and G.P. Nason (2017). Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting. Journal of Time Series Analysis, 38:2, 151-174.
See Also
fft, convolve.
Examples
v <- rnorm(n = 64) vv <- autoconv(x = v)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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