Re: [R] fft and the derivative

From: Ravi Varadhan <rvaradhan_at_jhmi.edu>
Date: Mon, 25 Jun 2007 18:49:21 -0400

Todd,

Your idea is correct for "continuous" Fourier transform, but I am not sure how one could apply that to fft, which corresponds to the discrete Fourier transform. For instance, what values of omega would you use for the term "i*omega" to get the discrete fourier transform of the derivative of f(t)?

Ravi.



Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan_at_jhmi.edu

Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html  



-----Original Message-----
From: r-help-bounces_at_stat.math.ethz.ch
[mailto:r-help-bounces_at_stat.math.ethz.ch] On Behalf Of Todd Remund Sent: Monday, June 25, 2007 5:16 PM
To: r-help_at_stat.math.ethz.ch
Subject: [R] fft and the derivative

Can one take f(t) and transform to F(omega) in the frequency domain using fft(), and use the properties of the fft and find the derivative of f(t)? For example,

f(t) <-> F(omega) => f(t)^n <-> (i*omega)^n * F(omega)

Use this and get,

f(t)^n = F^(-) [ (i*omega)^n * F(omega) ]

to get the nth derivative of f(t)?
Todd Remund



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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. Received on Mon 25 Jun 2007 - 22:55:19 GMT

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