central_derivative: Estimate the value of a derivative on an irregular grid using...

View source: R/derivative-estimation.R

central_derivativeR Documentation

Estimate the value of a derivative on an irregular grid using the central difference method

Description

Estimate the value of the derivative of a function based on three irregularly-spaced points. The method is based on a second-order Taylor expansion of the function around x1.

Usage

central_derivative(x0, x1, x2, y0, y1, y2)

Arguments

x0

The left point of the grid.

x1

The central point of the grid.

x2

The right point if the grid.

y0

The value of the function at x0.

y1

The value of the function at x1.

y2

The value of the function at x2.

Value

The value of the derivative at x1.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty


thomasblanchet/gpinter documentation built on Nov. 29, 2022, 4:32 a.m.