FFTW, the Discrete Fourier Transform Library
FFTW is a C subroutine library for computing the discrete Fourier transform (DFT) in one or more dimensions, of arbitrary input size, and of both real and complex data (as well as of even/odd data, i.e. the discrete cosine/sine transforms or DCT/DST). We believe that FFTW, which is free software, should become the FFT library of choice for most applications.
devtools::install_github("mangothecat/fftw3")
library(fftw3)
GPL-3 © Matteo Frigo, Steven G. Johnson, Stefan Kral, IBM Austin Research Lab, CodeSourcery, Inc