Returns the numerical partial derivate of y wrt x for a point of interest.
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x |
Independent Variable |
y |
Dependent Variable |
order |
Controls the number of partial moment quadrant means. Defaults to NULL to allow NNS.reg to determine optimal order based on R2 of regression. |
s.t.n |
Signal to noise parameter, sets the threshold of |
eval.point |
Independent variable point to be evaluated. Defaults to |
deriv.order |
For second derivative estimate of |
h |
Percentage step used for finite step method. Defaults to |
noise.reduction |
In low signal:noise situations, |
Returns the value of the partial derivative estimate for the given order.
Fred Viole, OVVO Financial Systems
Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" http://amzn.com/1490523995
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