function xxx=lect01fftdensity
clear;
% parameters for the vg model
theta = -.33;
sigma = .12;
nu = .16;
t = .25;
% parameters for the cf grid (-a/2,a/2)
a = 600;
N =  256;
b = a/N;
% create grids
u = ( (0:N-1) - N/2 ) * b;
x = ( (0:N-1) - N/2 ) / a;
% create cf and invert
h = vgcf(u, theta, nu, sigma, t, 0);
h2 = ((-1).^(0:N-1)) .* h;
plot(u,real(h2),u,imag(h2))
g = fft(h2);
g2 = real( ((-1).^(0:N-1)) .* g * b / (2*pi) );
plot(x,g2)