[R] convolution of functions

[Huntsinger, Reid]

If you mean the convolution 

(f*g)(x) = integral f(x-y)g(y) dy 

for integrable functions f and g on R^n, then I think using the fact that
the Fourier transform of the convolution is the product of the Fourier
transforms of f and g is the most efficient approach, unless f or g have
some special structure.

For this you just need fft() in base R. You do have to do a little
bookkeeping to manage the discretizations.

Reid Huntsinger

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Mari Luz Gamiz Perez
Sent: Tuesday, February 15, 2005 5:19 AM
To: r-help at stat.math.ethz.ch
Subject: [R] convolution of functions


Dear sir,

we would like to know if there exist  any  R package containing the
computational performance of  the n-fold Stieljes' convolution of functions.



We look forward to hearing from you.

Thank you in advance.





____________________________________

M.Luz Gámiz Pérez
Dpt. Estadística e Investigación Operativa
Facultad de Ciencias
Universidad de Granada
Telf.: 958-243156
e-mail: mgamiz at goliat.ugr.es

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