search for: _discrete_

...density of Y) Now let s be a numeric vector. I want to get the density f_Y(s) of Y evaluated along s. The proper way of doing this would be to apply the inverse continuous Fourier transform to the function cf_Y at each point in s. This is far too slow. That's why I tried to apply the inverse _discrete_ Fourier transform to the vector of values cf_Y(s) and that does not yield anything reasonable. This baffles me since I was under the impression that the discrete Fourier transform is an approximation to the continuous Fourier transform and so should yield the values of the latter, if the value g...