fast_ft: Fast Fourier Transform

fast_ftR Documentation

Fast Fourier Transform

Description

Fast Fourier Transform

Usage

fast_ft(x, real = T)

Details

If real: computes F_n X_n with the real-valued Fourier transformation matrix F_n (see Section 2.1 in Kirch et al (2018)). If !real: computes the complex-valued Fourier coefficients (see (4.5) in Meier (2018)).


beyondWhittle documentation built on May 31, 2023, 6:51 p.m.