Use the Fast Fourier Transform to perform convolutions between a sequence and each column of a matrix.
convolve2D(x, y, conj = TRUE, type = c("circular", "open"))MxN matrix.
numeric sequence of length N.
logical; if TRUE, take the complex conjugate
before back-transforming (default, and used for usual convolution).
character; one of circular, open (beginning of
word is ok). For circular, the two sequences are treated as
circular, i.e., periodic.
For open and filter, the sequences are padded with zeros (from
left and right) first; filter returns the middle sub-vector of
open, namely, the result of running a weighted mean of x with
weights y.
B. Whitcher
This is a corrupted version of convolve made by replacing fft
with mvfft in a few places. It would be nice to submit this to the R
Developers for inclusion.