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Derivative of a smooth function

4 messages · FMH, Sarbo, Jeff Ryan

Original
FMH
# 
Dear All,

I've been?searching for?appropriate codes to compute the rate of change and the curvature?of ?nonparametric regression model whish was denoted by a smooth function?but?unfortunately?don't manage to?do?it. I presume that such characteristics from a smooth curve can be determined by the first and second derivative operators.

The following are the example of fitting a nonparametric regression model via smoothing spline function from the Help file in R.

#######################################################
attach(cars)
plot(speed, dist, main = "data(cars)? &? smoothing splines")
cars.spl <- smooth.spline(speed, dist)
lines(cars.spl, col = "blue")
lines(smooth.spline(speed, dist, df=10), lty=2, col = "red")
legend(5,120,c(paste("default [C.V.] => df =",round(cars.spl$df,1)),"s( * , df = 10)"), col = c("blue","red"), lty = 1:2, bg='bisque')
detach()

#######################################################


Could someone please advice me?the?appropriate way to determine such derivatives on the curves which were fitted by the function above and would like to thank you in advance.

Cheers
Fir?
Jeff Ryan
# 
Please keep in mind this question has absolutely nothing to do with
finance, and therefore needs to instead be directed to R-help.

Thanks in advance for keeping the R-finance list on topic.

Jeff
On Fri, Apr 2, 2010 at 3:36 AM, FMH <kagba2006 at yahoo.com> wrote: