search for: bracewel

...een experimenting with convolve(). What I know about convolution I learned from engineering (they call this stuff linear systems theory), not statistics, so maybe this is all just a matter of different conventions. BUT I notice very weird things with convolve(). 1. First example, from the classic Bracewell The Fourier transform and its applications, chap 3 (p.32 in 2nd edition): {2 2 3 3 4} * {1 1 2} = {2 4 9 10 13 10 8} where * denotes convolution (discrete in this case). See bottom of this email for his definition of convolution. In R I get: x<-c(2,2,3,3,4) h<-c(1,1,2) convolve(x,h,type=&qu...