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Last data update: 2014.03.03

R: function LaplaceConvolution

LaplaceConvolution

R Documentation

function LaplaceConvolution

Description

computes the Laplace convolution of two functions f and g observed at discrete times t. Use trapezoidal formula and spline approximation of f.

Usage

LaplaceConvolution(t, g, f)

Arguments

`t,`	numeric vector, the observation times
`g,`	numeric vector, the observed values of the known Laplace convolution kernel at the observation times
`f,`	numeric vector, the coefficients the values of the function f to convole with g

Value

return the Laplace convolution of f and g using Trapezoidal formula and spline approximation for F

Author(s)

Y. Rozenholc and M. Pensky

Examples

## Not run: 

 library(LaplaceDeconv)
 t = seq(0,10,l=100)
 g = exp(-5*t)
 f = t^2*exp(-t)
 # compute the Laplace convolution from functions computed at times t : f and g
 fg = LaplaceConvolution(t,g,f)
 matplot(t,cbind(f,g,fg),lty=1,type='l')
 legend('topright',lty=1,legend=c('f','g','fxg'),col=1:3)
 
## End(Not run)