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tsmethods (version 1.0.2)

tsconvolve: Convolution of Distributions

Description

Generic method for convolution of conditional distribution.

Usage

tsconvolve(object, ...)

Value

The convolved density.

Arguments

object

an object.

...

additional parameters passed to the method.

Details

The method is meant to apply the Fast Fourier Transform to the characteristic function of a distribution. Applications of this can be found in the Independent Factor Conditional Density Models.