Is R's fast fourier transform function different from "fft2" in Matlab?

 z <- rnorm(5000)
 f <- fft(z)
 d <- fft(f, inverse=T)
plot(z, d)

z <- rnorm(5000)
z.ts <- ts(z)
f <- fft(z.ts)
d <- fft(f, inverse=T)
plot(z.ts, d)

temp  <- matrix(c(1,4,2, 20), nrow=2)
d <- fft(temp)
f <- fft(d, inverse=T)
plot(temp, f)

this, looks to me, to be the same.

Then I think you'd better get your eyes checked, mate!

you have to take the inverse of the fft to get the original series.

No you ***don't*** get the original series; you get n*(the original  
series)
	where n is the series length.

	I.e. the fft in R (and in S/Splus) does not apply any normalizing  
factor,
	so that the inverse transform only ``inverts'' up to a constant  
multiple.

		cheers,

			Rolf Turner

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