fourierin

Guillermo Basulto-Elias

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").