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 1.2.0 Index]