Description Usage Arguments Value Author(s) See Also Examples
Function to calculate the derivative of the drawdown with respect to the derivative of log time using the central finite differences
1 | log_derivative_central(t, s, return.pos = T, log = T)
|
t |
Numeric vector with the time |
s |
Numeric vector with the drawdown |
return.pos |
Logical flag to return only the positive values of the log-derivative (default = TRUE) |
log |
Logical flag to indicate that natural logarithm (a log to the base e) is used in the derivative calculation (default = TRUE). Logarithm to the base 10 is used if FALSE. |
A list with
x: Numeric vector with the x coordinates where the log-derivative is evaluated
y: Numeric vector with the value of the log-derivative
Oscar Garcia-Cabrejo khaors@gmail.com
Other log_derivative functions: log_derivative_bourdet
,
log_derivative_horner
,
log_derivative_kernelreg
,
log_derivative_locpol
,
log_derivative_lokern
,
log_derivative_lpridge
,
log_derivative_smoothspline
,
log_derivative_spane
,
log_derivative_spline
,
log_derivative
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