fourier.transform {freqdom} | R Documentation |
timedom
objectComputes the frequency response function of a linear filter and returns it as a freqdom
object.
fourier.transform(A, freq = pi * -100:100/100)
A |
an object of class |
freq |
a vector of frequencies |
Consider a filter (a sequence of vectors or matrices) (A_k)_{k\in A\$lags}
. Then this function computes
\sum_{k\in A\$lags} A_k e^{-ik\omega}
for all frequencies \omega
listed in the vector freq
.
An object of class freqdom
.
# 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)