[R] Finding local minima and maxima

Uwe Ligges ligges at statistik.uni-dortmund.de
Wed Jun 15 14:16:03 CEST 2005


Sean Davis wrote:

> I have data in the form of (x,y) pairs and would like to find local 
> minima and maxima (typically the zeros of the 2nd derivative) of the y 
> values.  I looked at numericDeriv, but I don't have an "expression" per 
> se.  I looked at optim, also, but it looks like it will find only one 
> "global" max or min.  I can code up my own piecewise derivatives, but 
> wondered if there is an existing function to do this.

If you don't have derivatives, and you don't have an expression, and you 
don't have a criteria how to minimize, please tell me of any known 
method that can handle your problem well enough.

You could look whether y[i-1] <y[i] and y[i+1]<y[i] if y is ordered 
according to x, if this most trivial and very non-robust method fits to 
your definition...

Uwe Ligges


> Thanks,
> Sean
> 
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