Computes Numeric Fourier Integrals

Computes Fourier integrals of functions of one and two variables using the Fast Fourier transform. The Fourier transforms must be evaluated on a regular grid for fast evaluation.

fourierin

This is a package in R to numerically calculate Fourier-type integrals of univariate and bivariate functions with compact support and simultaneously evaluated at several points. If the evaluation grid is equally spaced, a Fast Fourier Transform method is used to speed up computations.

See detailed documentation on the vignette (type browseVignettes("fourierin") and then click “HTML”).

Installation

You can install the released version of fourierin from CRAN with:

install.packages("fourierin")

And the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("gbasulto/fourierin")

Example

This is a basic example which shows you how to solve a common problem:

library(fourierin)
## basic example code