dy.dx: Partial Derivative dy/dx In NNS: Nonlinear Nonparametric Statistics

 dy.dx R Documentation

Partial Derivative dy/dx

Description

Returns the numerical partial derivative of `y` wrt `x` for a point of interest.

Usage

```dy.dx(x, y, eval.point = median(x), deriv.method = "FD")
```

Arguments

 `x` a numeric vector. `y` a numeric vector. `eval.point` numeric or ("overall"); `x` point to be evaluated. Defaults to `(eval.point = median(x))`. Set to `(eval.point = "overall")` to find an overall partial derivative estimate (1st derivative only). `deriv.method` method of derivative estimation, options: ("NNS", "FD"); Determines the partial derivative from the coefficient of the NNS.reg output when `(deriv.method = "NNS")` or generates a partial derivative using the finite difference method `(deriv.method = "FD")` (Default).

Value

Returns a list of both 1st and 2nd derivative:

• `dy.dx(...)\$First` the 1st derivative.

• `dy.dx(...)\$Second` the 2nd derivative.

Note

If a vector of derivatives is required, ensure `(deriv.method = "FD")`.

Author(s)

Fred Viole, OVVO Financial Systems

References

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" https://www.amazon.com/dp/1490523995/ref=cm_sw_su_dp

Vinod, H. and Viole, F. (2017) "Nonparametric Regression Using Clusters" https://link.springer.com/article/10.1007/s10614-017-9713-5

Examples

```## Not run:
x <- seq(0, 2 * pi, pi / 100) ; y <- sin(x)
dy.dx(x, y, eval.point = 1.75)

# Vector of derivatives
dy.dx(x, y, eval.point = c(1.75, 2.5), deriv.method = "FD")

## End(Not run)
```

NNS documentation built on Nov. 4, 2022, 1:06 a.m.