[R] savitzky-golay derivatives?

Eugene Salinas (R) r-eugenesalinas at comcast.net
Wed Jan 28 15:33:18 CET 2004

Dear all,

Sorry if this is slightly off the track as far as R is concerned, but I 
have been using the Savitzky-Golay filter to estimate some derivatives 
of interest. I am wondering however, if anyone has seen anything in the 
literature (or has any ideas) of how these estimates perform 
asymptotically. Does anyone know what the rate of convergence is for 
these as the sample size increases?


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