vinecopulib::tools_stats::SmoothingWorkspace struct

reusable state for the FFT window smoother: the plan, the window transform, and the scratch buffers only depend on (fftSize, wl), which is constant across all win calls of one ace run

Public variables

Eigen::FFT<double> fft
Eigen::VectorXd xx
Eigen::VectorXcd win_fft
Eigen::VectorXcd tmp1
Eigen::VectorXcd tmp2
size_t fft_size
size_t wl