General Purpose Convolution Algorithm in S4 Classes by Means of FFT
Object orientation provides a flexible framework for the implementation of the convolution of arbitrary distributions of real-valued random variables. We discuss an algorithm which is based on the fast Fourier transform. It directly applies to lattice-supported distributions. In the case of continuo...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2014-08-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/2162 |