dy.dx: Partial Derivative dy/dx

Description Usage Arguments Value Note Author(s) References Examples

View source: R/dy_dx.R

Description

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

Usage

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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:

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

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## 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 June 26, 2021, 1:07 a.m.