Description Usage Arguments Value Author(s) Examples
computes the Laplace convolution of two functions f and g observed at discrete times t. Use trapezoidal formula and spline approximation of f.
1 | LaplaceConvolution(t, g, f)
|
t, |
numeric vector, the observation times |
g, |
numeric vector, the observed values of the known Laplace convolution kernel at the observation times |
f, |
numeric vector, the coefficients the values of the function f to convole with g |
return the Laplace convolution of f and g using Trapezoidal formula and spline approximation for F
Y. Rozenholc and M. Pensky
1 2 3 4 5 6 7 8 9 10 11 12 | ## Not run:
library(LaplaceDeconv)
t = seq(0,10,l=100)
g = exp(-5*t)
f = t^2*exp(-t)
# compute the Laplace convolution from functions computed at times t : f and g
fg = LaplaceConvolution(t,g,f)
matplot(t,cbind(f,g,fg),lty=1,type='l')
legend('topright',lty=1,legend=c('f','g','fxg'),col=1:3)
## End(Not run)
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