[R] fft: from characteristic funtion to density function

Hello all! I've posted the question before but I am still struggling for an answer, please help if you can;-) Suppose a discrete series of data is generated by the following equation: CF=exp(-(t^2)/2) which is the characteristic function of a random variable X with standard normal distribution, ho

[R] fft: characteristic function to distribution

Hello members! This question had been posted by Thomas Steiner in May, but I couldn't locate any followups thereafter, see: https://stat.ethz.ch/pipermail/r-help/2008-May/161483.html I want to raise up this question in a (hopefully) even simpler way: Given a random variable X, it's characteristi