rfft: Real Fast Fourier transform

In wavethresh: Wavelets Statistics and Transforms

Real Fast Fourier transform

Description

Compute a real Fast Fourier transform of x.

Usage

rfft(x)

Arguments

x	The vector whose Fourier transform you wish to take

Details

Given a vector x this function computes the real continuous Fourier transform of x, i.e. it regards x as points on a periodic function on [0,1] starting at 0, and finding the coefficients of the functions 1, sqrt(2) cos(2 pi t), sqrt(2) sin(2 pi t), etc. that gives the expansion of the interpolant of x. The number of terms in the expansion is the length of x. If x is of even length, the last coefficient will be that of a cosine term with no matching sine.

Value

Returns the Fourier coefficients

Author(s)

Bernard Silverman

See Also

LocalSpec.wd, rfftinv

Examples

x <- seq(from=0, to=2*pi, length=150)
s1 <- sin(10*x)
s2 <- sin(7*x)
s <- s1 + s2
w <- rfft(s)
## Not run: ts.plot(w)
#
# Should see two peaks, corresponding to the two sines at different frequencies
#

wavethresh documentation built on Nov. 16, 2022, 5:16 p.m.