[R] Convolution confusion:
Alex Hofmann
ahah at gmx.net
Wed May 18 15:47:16 CEST 2011
Hi,
I'm new to R, and I'm a bit confused with the "convolve()" function.
If I do:
x<-c(1, 2, 3)
convolve(x, rev(x), TRUE, "open")
= 9 12 10 4 1
But I expected: 3 8 14 8 3 (like in Octave/MATLAB - conv(x, reverse(x)) )
3 2 1 x 1 2 3
= 3 2 1
0 6 4 2
0 0 9 6 3
= 3 8 14 8 3
The thing is, that "convolve(x, x, TRUE, "open")" works.
For me it feels very confusing, that convolution does the reverse itself
but the help suggest to reverse it again.
The help file says: "Note that the usual definition of convolution of
two sequences x and y is given by convolve(x, rev(y), type = "o")."
Thanks for your help,
Alex
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