FOURIER INTEGRALS IN R
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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