Fast Convolution

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convolve(a, b, conj=false)

`a,b`	the sequences to be convolved.
`conj`	logical, if true the forward transform of `b` is conjugated before back-transformation.

convolve uses the Fast Fourier Transform to compute the convolution of the sequences given as its arguments.

Complex conjugation is useful when computing autocovariances and autocorrelations by fast convolution.

Brillinger, D. R. (1981). Time Series: Data Analysis and Theory, Second Edition. San Francisco: Holden-Day.