If you mean the convolution (f*g)(x) = integral f(x-y)g(y) dy
for integrable functions f and g on R^n, then I think using the fact that the Fourier transform of the convolution is the product of the Fourier transforms of f and g is the most efficient approach, unless f or g have some special structure. For this you just need fft() in base R. You do have to do a little bookkeeping to manage the discretizations. Reid Huntsinger -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Mari Luz Gamiz Perez Sent: Tuesday, February 15, 2005 5:19 AM To: r-help@stat.math.ethz.ch Subject: [R] convolution of functions Dear sir, we would like to know if there exist any R package containing the computational performance of the n-fold Stieljes' convolution of functions. We look forward to hearing from you. Thank you in advance. ____________________________________ M.Luz Gámiz Pérez Dpt. Estadística e Investigación Operativa Facultad de Ciencias Universidad de Granada Telf.: 958-243156 e-mail: [EMAIL PROTECTED] ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
