[R] Fast Fourier Transform w.r.t. CreditRisk+

stephen sefick ssefick at gmail.com
Thu Mar 5 16:28:50 CET 2009


schmway and morgan time series analysis with R examples is a good
intro to fourier analysis.  Also there are probably references in the
help for
?fft

Stephen

On Thu, Mar 5, 2009 at 5:48 AM, Maithili Shiva <maithili_shiva at yahoo.com> wrote:
>
> Dear R Helpers,
>
> Is there any literaure available (including R code) on Fast Fourier Transform being used in CreditRisk+? I need to learn how to apply the Fast Fourier Transform. I agree I am too vaue in my question and sincerely apologize for the same, but I am not able to understand as to where do I start for this particular assignment. I tried to search google for CRAN and Fast Fourier Transform, but I got something for FFT image. Basically I need to understand what is Fast Fourier Transform is and its use in CreditRisk+?
>
> With regards and tahnking in advance
>
> Maithili
>
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-- 
Stephen Sefick

Let's not spend our time and resources thinking about things that are
so little or so large that all they really do for us is puff us up and
make us feel like gods.  We are mammals, and have not exhausted the
annoying little problems of being mammals.

								-K. Mullis




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