autoconv {LSWPlib} | R Documentation |
Auto Convolution
Description
autoconv
computes the linear convolution of a numeric vector with itself.
It is based on the fft
function and is twicked to achieve maximum performance.
Usage
autoconv(x)
Arguments
x |
a real or complex vector |
Details
The speed of calculation for the linear convolution depends upon the number of factors in the number representing the vector length. This implementation maximizes calculation speed for vectors of dyadic length, or lengths with a single factor.
Value
The linear auto convolution of a given vector with itself, which is equivalent with its inner product.
Author(s)
Alessandro Cardinali
References
A. Cardinali and G.P. Nason (2017). Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting. Journal of Time Series Analysis, 38:2, 151-174.
See Also
Examples
v <- rnorm(n = 64)
vv <- autoconv(x = v)
[Package LSWPlib version 0.1.0 Index]