statsmodels.tsa.filters.filtertools.fftconvolveinv¶

statsmodels.tsa.filters.filtertools.fftconvolveinv(in1, in2, mode='full')[source]

Convolve two N-dimensional arrays using FFT. See convolve.

copied from scipy.signal.signaltools, but here used to try out inverse filter doesn’t work or I can’t get it to work

2010-10-23: looks ok to me for 1d, from results below with padded data array (fftp) but it doesn’t work for multidimensional inverse filter (fftn) original signal.fftconvolve also uses fftn