[R] fft and the derivative

Todd Remund tkremund98 at hotmail.com
Mon Jun 25 23:15:59 CEST 2007


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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