Hello members! This question had been posted by Thomas Steiner in May, but I couldn't locate any followups thereafter, see: https://stat.ethz.ch/pipermail/r-help/2008-May/161483.html
I want to raise up this question in a (hopefully) even simpler way: Given a random variable X, it's characteristic function and density function forms a Fourier pair. In the case of standard normal distribution, the characteristic function has the form: char=exp(-(t^2)/2) Is it possible to use fft function in R to recover the density (or cumulative) function of the standard normal distribution? If yes, can someone demonstrate with code? Thanks in advance for the help! I am working on a financial project and really need an working example to understand the whole picture. Jindan ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
