conv: Compute convolution function using FFT

In zhibinghe/ChangePoint: Multiple Testing of Local Extrema for Detection of Structural Breaks

Compute convolution function using FFT

Description

Compute convolution function using FFT, similar to 'conv' in matlab

Usage

conv(u, v, shape = c("same", "full"))

Arguments

u	numerical vector
v	numerical vector, don't need to have the same length as u
shape	if 'same', return central part of the convolution and has the same size as u; otherwise return the whole sequence of size lenth(u)+length(v)-1.

Value

a vector of convolution, as specified by shape.

References

Matlab document on 'conv': https://www.mathworks.com/help/matlab/ref/conv.html

Examples

u = c(-1,2,3,-2,0,1,2)
v = c(2,4,-1,1)
w = conv(u,v,'same')

zhibinghe/ChangePoint documentation built on Feb. 22, 2025, 12:34 p.m.