AW: [R] numericDeriv and ecdf
An empirical CDF is a step function: it does not have a derivative at the jump points, and has a zero derivative everywhere else. What is this function `numericDerivative': do you mean `numericDeriv'? If so, it seems to be intended for differentiable functions, and calculates one-sided derivatives. In your example the one-sided derivatives are all zero.
On Fri, 25 Apr 2003, Khamenia, Valery wrote:
On only ten points, what did you expect ? Even with 1000 observations, estimating a density is difficult, and has been the subject of a century of research. Kernel density estimates are among the most successful. For your immediate application, try plot(density(rnorm(10)), type="l"), etc.
wait, you misunderstood me!
I'd like to see 10 or 9 points with estimated values of
*numerical* derivatives according to ecdf output.
And that's it.
Now look into output of numericDerivative in my example:
[1] 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
attr(,"gradient")
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]
[1,] 0 0 0 0 0 0 0 0 0 0
[2,] 0 0 0 0 0 0 0 0 0 0
[3,] 0 0 0 0 0 0 0 0 0 0
[4,] 0 0 0 0 0 0 0 0 0 0
[5,] 0 0 0 0 0 0 0 0 0 0
[6,] 0 0 0 0 0 0 0 0 0 0
[7,] 0 0 0 0 0 0 0 0 0 0
[8,] 0 0 0 0 0 0 0 0 0 0
[9,] 0 0 0 0 0 0 0 0 0 0
[10,] 0 0 0 0 0 0 0 0 0 0
What could you say now?
With kind regards,
Valery A.Khamenya
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