compDeriv: Computes the successive derivatives of a time series

Description Usage Arguments Value Author(s) References See Also

View source: R/compDeriv.R

Description

Computes the successive derivatives from one single time series, with the Savitzky-Golay approach (1964).

Usage

1
compDeriv(TS, nDrv, tstep, winL = 9)

Arguments

TS

A single time series provided as a single vector.

nDrv

The number of derivatives to be computed from the input series. The resulting number of outpout time series will thus be nVar = nDrv + 1.

tstep

Sampling Time of the input time series TS.

winL

The local window length used for computing the derivatives [1-2].

Value

A matrix containing the original variable (smoothed by the filtering process) and its nDrv first derivatives (note that winL values of the original time series will be lost both at the begining and the end of the time series due to boundary effect).

Author(s)

Sylvain Mangiarotti

References

[1] Savitzky, A.; Golay, M.J.E., Smoothing and Differentiation of Data by Simplified Least Squares Procedures. Analytical Chemistry 36 (8), 1627-1639, 1964.
[2] Steinier J., Termonia Y., Deltour, J. Comments on smoothing and differentiation of data by simplified least square procedure. Analytical Chemistry 44 (11): 1906-1909, 1972.

See Also

gloMoId, gPoMo, poLabs


GPoM documentation built on Feb. 18, 2020, 5:08 p.m.