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”).