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.
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").
Patch: microbenchmark is now used only conditionally.
This first version of the package includes univariate and bivariate Fourier-type integrals.