[R] FFT function

[Achilleas Achilleos]

Hi,

A very simple question.

I know that the Fourier transform of a Laplace distribution, with zero
mean and variance 2b^2, is equal to 1/(1+(tb)^2). Therefore, the Fourier
transform is a positive function (actually is always between 0 and 1).

BUT, if I use the fft(alpha) function of R, where alpha is a vector
containing 128 values of the probability density function from -2 to 2, I
get negative values as well.

Why?


Thanks,

AA.

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