[R] FOURIER INTEGRALS IN R

[andrew]

integrate offers some one-dimensional algorithms, but you need to
start with a smooth function to get it to converge properly.  With a
cosine integral, there may be certain routines that offer better value
for money: the Clenshaw-Curtis integration, or perhaps the FFT.  You
would have to recast your problem by doing some sort of substitution.

Perhaps post some latex code to show the exact type of integral you
are wanting to calculate.

Regards,

On May 5, 6:32 am, "Achilleas Achilleos" <ma... at bristol.ac.uk> wrote:
> Hi,
>
> I am wondering whether there exist any function in R (any package) that
> calculates Fourier Integrals.
>
> Particularly, I am interested for estimation of a Cosine Fourier integral...
>
> I would be much obliged if you could help me on this..
>
> Thanks.
>
> Andreas
>
> --
>
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