fast_ft {beyondWhittle} | R 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)).
[Package beyondWhittle version 1.3.0 Index]