Fast Fourier Transform w.r.t. CreditRisk+
schmway and morgan time series analysis with R examples is a good intro to fourier analysis. Also there are probably references in the help for ?fft Stephen
On Thu, Mar 5, 2009 at 5:48 AM, Maithili Shiva <maithili_shiva at yahoo.com> wrote:
Dear R Helpers, Is there any literaure available (including R code) on Fast Fourier Transform being used in CreditRisk+? I need to learn how to apply the Fast Fourier Transform. I agree I am too vaue in my question and sincerely apologize for the same, but I am not able to understand as to where do I start for this particular assignment. I tried to search google for CRAN and Fast Fourier Transform, but I got something for FFT image. Basically I need to understand what is Fast Fourier Transform is and its use in CreditRisk+? With regards and tahnking in advance Maithili
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