second_derivative: Estimate the value of the second derivative on an irregular...
In thomasblanchet/gpinter: Generalized Pareto Interpolation
View source: R/derivative-estimation.R
second_derivative R Documentation
Estimate the value of the second derivative on an irregular grid
using three points
Description
Estimate the value of the second derivative of a function based
on three irregularly-spaced points. The method is based on a second-order
Taylor expansion of the function. The value of the estimated derivative holds
for the three input points x0, x1 and x2.
Usage
second_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 estimated value of the second derivative, which is the same
at x0, x1 and x2.
Author(s)
Thomas Blanchet, Juliette Fournier, Thomas Piketty
thomasblanchet/gpinter documentation built on Aug. 27, 2024, 3:11 p.m.
R Package Documentation
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View source: R/derivative-estimation.R
| second_derivative | R Documentation |
Estimate the value of the second derivative on an irregular grid using three points
Description
Estimate the value of the second derivative of a function based
on three irregularly-spaced points. The method is based on a second-order
Taylor expansion of the function. The value of the estimated derivative holds
for the three input points x0, x1 and x2.
Usage
second_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 |
y1 |
The value of the function at |
y2 |
The value of the function at |
Value
The estimated value of the second derivative, which is the same
at x0, x1 and x2.
Author(s)
Thomas Blanchet, Juliette Fournier, Thomas Piketty
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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