function LaplaceConvolution

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Description

computes the Laplace convolution of two functions f and g observed at discrete times t. Use trapezoidal formula and spline approximation of f.

Usage

1

Arguments

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

Value

return the Laplace convolution of f and g using Trapezoidal formula and spline approximation for F

Author(s)

Y. Rozenholc and M. Pensky

Examples

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## 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)