Mingwei Min <mm809 <at> cam.ac.uk> writes: > > Hi all, > > I am trying to calculating derivatives for vectors using R. I have a > numerical vector, which is in time series manner and contains "NA"s. I > want to know the changing rate throughout the whole time range. I am > wondering if there is function in R can do this. In R references I > only found functions for calculating derivatives of expressions. > > For example, vectors like this > x<-c(0.997549748, 0.98039798, 0.963097713, 0.930576181, 0.907484407, > 0.875705376, 0.826477576, NA, 0.772794773) > > Thanks in advance. > > Mingwei >
First you have to decide how to interpolate the data points, e.g. through a polynomial fit (of degree 2,3,...), some Newton or Lagrangian interpolation, spline fitting (see "splinefun()"), etc. Then you can differentiate this fitted function, e.g. directly if it is a polynomial or numerically (see "numderiv::grad()"). Most of these functions just skip any "NA" values. --Hans Werner ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
