fdfilter: Finite difference stencil filter

In jrevenaugh/TSAUMN: Time Series Analysis Tools Used in ESCI5201 at the University of Minnesota

Description

Compute a finite-difference "stencil" for numerical differentiation

Usage

fdfilter(n = 3, d = 1)

Arguments

n	total length of filter. 3 <= n < 19 and odd.
d	order of the derivative. Must be an integer and satisfy 1 <= d < n

Value

Derivative filter coefficients. Use filter two-sided filter.

Examples

f <- fdfilter( 5, 1 )
time <- 1:100
period <- 20
phase <- 2 * pi * time / period
s <- sin( phase )
Ds <- stats::filter( s, f )
plot( Ds, type = "l" )
lines( 2 * pi / period * cos( phase ), col = "red" )

jrevenaugh/TSAUMN documentation built on Nov. 8, 2019, 2:20 p.m.