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fourierin: An R package to compute Fourier integrals

2017
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The R Journal
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We present the R package fourierin (Basulto-Elias, 2017) for evaluating functions defined as Fourier-type integrals over a collection of argument values. The integrals are finitely supported with integrands involving continuous functions of one or two variables. As an important application, such Fourier integrals arise in so-called "inversion formulas", where one seeks to evaluate a probability density at a series of points from a given characteristic function (or vice versa) through Fourier

doi:10.32614/rj-2017-044
fatcat:3s26tlvq4fc4dkyab42z7fbcde