Inverse Fourier Transform
Inverse Fourier Transform
INVRft(G, n, tstart, dt)
G |
Input fourier transform |
n |
length of time vector |
tstart |
time series starts at tstart |
dt |
Delta t, sample rate |
G is a vector spectrum evaluated at positive and negative frequencies as defined by makefreq. tstart, dt and n define the output time vector as described above.
g is the Inverse Fourier Transform of G scaled by dt. time shift theorem has been used to account for time not starting at t=0.
g |
truncate time vector to N points |
f |
frequencies |
t |
times |
Jonathan M. Lees<jonathan.lees.edu>
makefreq, FRWDft, INSTresponse
zil <- rnorm(300) fss <- FRWDft( zil, length(zil), 0, 0.004) INVRft(fss$G, length(zil), 0, 0.004)
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