fourier.transform: Computes the Fourier transformation of a filter given as...

Description Usage Arguments Details Value See Also Examples

View source: R/fourier.transform.R

Description

Computes the frequency response function of a linear filter and returns it as a freqdom object.

Usage

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fourier.transform(A, freq = pi * -100:100/100)

Arguments

A

an object of class timedom.

freq

a vector of frequencies \in [-π, π].

Details

Consider a filter (a sequence of vectors or matrices) (A_k)_{k\in A\$lags}. Then this function computes

∑_{k\in A\$lags} A_k e^{-ikω}

for all frequencies ω listed in the vector freq.

Value

An object of class freqdom.

See Also

fourier.inverse

Examples

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# We compute the discrete Fourier transform (DFT) of a time series X_1,..., X_T.

X = rar(100)
T=dim(X)[1]
tdX = timedom(X/sqrt(T),lags=1:T)
DFT = fourier.transform(tdX, freq= pi*-1000:1000/1000)

Example output

Loading required package: mvtnorm
Loading required package: matrixcalc

Attaching package: 'freqdom'

The following object is masked from 'package:base':

    %*%

freqdom documentation built on May 2, 2019, 2:10 p.m.