[R] numerical differentiation

ripley@stats.ox.ac.uk ripley at stats.ox.ac.uk
Wed Aug 14 20:18:12 CEST 2002

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

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