schmway and morgan time series analysis with R examples is a good intro to fourier analysis. Also there are probably references in the help for ?fft
Stephen On Thu, Mar 5, 2009 at 5:48 AM, Maithili Shiva <maithili_sh...@yahoo.com> wrote: > > Dear R Helpers, > > Is there any literaure available (including R code) on Fast Fourier Transform > being used in CreditRisk+? I need to learn how to apply the Fast Fourier > Transform. I agree I am too vaue in my question and sincerely apologize for > the same, but I am not able to understand as to where do I start for this > particular assignment. I tried to search google for CRAN and Fast Fourier > Transform, but I got something for FFT image. Basically I need to understand > what is Fast Fourier Transform is and its use in CreditRisk+? > > With regards and tahnking in advance > > Maithili > > ______________________________________________ > 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. > -- Stephen Sefick Let's not spend our time and resources thinking about things that are so little or so large that all they really do for us is puff us up and make us feel like gods. We are mammals, and have not exhausted the annoying little problems of being mammals. -K. Mullis ______________________________________________ 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.