[R] fft: characteristic function to distribution

From: Thomas Steiner <finbref.2006_at_gmail.com>
Date: Wed, 30 Apr 2008 12:54:38 +0200

The characteristic function is the inverse Fourier transform of the distribution function. The characteristic function of a normaly distributed random variable is exp(-t^2/2).


Why aren't the inverse fft and the mentioned function the same? Thanks for help,

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