numerical differentiation
On Wed, 14 Aug 2002, Oliver Kullmann wrote:
I would like like to compute first and second derivative from numerical data. I hoped I could compute a spline object from the data (that works), and then compute the derivative from that spline objects, but I couldn't find anything like that.
Package pspline on CRAN will fit a spline to data and then predict its derivatives. smooth.spline in package modreg will do the same thing, but only for cubic splines where the second derivative is piecewise linear. A quintic spline would be a better idea, and pspline allows that.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._