tsconvolve {tsmethods} | R Documentation |
Convolution of Distributions
Description
Generic method for convolution of conditional distribution.
Usage
tsconvolve(object, ...)
Arguments
object |
an object. |
... |
additional parameters passed to the method. |
Details
The method is meant to apply the Fast Fourier Transform to the characteristic function of a distribution. Applications of this can be found in the Independent Factor Conditional Density Models.
Value
The convolved density.
[Package tsmethods version 1.0.2 Index]