This is a package in R to numerically calculate Fourier-type integrals of univariate and bivariate functions with compact support and simultaneously evaluated at several points. If the evaluation grid is equally spaced, a Fast Fourier Transform method is used to speed up computations.

See detailed documentation on the vignette (type browseVignettes("fourierin") and then click “HTML”).

You can install the released version of fourierin from CRAN with:

install.packages("fourierin")

And the development version from GitHub with:

# install.packages("devtools")
devtools::install_github("gbasulto/fourierin")

This is a basic example which shows you how to solve a common problem:

library(fourierin)
## basic example code