p.s. My suggestion is a special case of Duncan Murdoch's suggestion:
If you have a model that should fit the data, use it. If you don't --
or if you have only something rather general -- then the more general
tools of functional data analysis may be useful.
######################
There is a strong argument for fitting something like splines
and then differentiating the spline fit.
I trust you won't object to my immodest recommendation of the
"fda" package and book by Ramsay, Hooker and Graves (2009) Functional
Data Analysis with R and Matlab (Springer). The "fda" package includes
scripts to work all but one of the 76 examples in the book.
Hope this helps.
Spencer Graves
On 8/30/2010 4:13 PM, Duncan Murdoch wrote:
On 30/08/2010 6:40 PM, [email protected] wrote:
Dear all,
I was asked to send the following question:
We have some (raw) observations and would like to get the first and
second
derivatives in R. Any comment would be appreciated.
Fit a model, and take derivatives of the fit. Which model? Depends
on the context.
Duncan Murdoch
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--
Spencer Graves, PE, PhD
President and Chief Operating Officer
Structure Inspection and Monitoring, Inc.
751 Emerson Ct.
San José, CA 95126
ph: 408-655-4567
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and provide commented, minimal, self-contained, reproducible code.
