local_polynomial_derivatives: Fit local polynomial models to estimate derivatives of a...
In rossklin/dynpan: Dynamics estimation for multiple time series

Estimates derivatives of a dynamic controlling a set of time series by locally fitting low order polynomials and differentiating.

1	local_polynomial_derivatives(tt, k, timesteps = NULL, times = NULL, ...)

`tt`	`time.table` contain time series controlled by some dynamics
`k`	number of nearest neighbours to base estimate on
`timesteps`	timesteps around each neighbours to base estimate on
`times`	exact (relative) time values to base estimate on
`...`	additional parameter to `local_polynomial_fits`

At least one of timesteps or times has to be specified, if only the former is specified the value of times is computed using the time delta of tt.

Simply applies local_polynomial_fits to every point in the time.table tt, preserving its time.table structure.

rossklin/dynpan documentation built on May 27, 2019, 11:39 p.m.