# [R] Derivative of a smooth function

Fri Apr 2 15:22:01 CEST 2010

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Ravi.
____________________________________________________________________

Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619

----- Original Message -----
From: FMH <kagba2006 at yahoo.com>
Date: Friday, April 2, 2010 4:39 am
Subject: [R] Derivative of a smooth function
To: r-help at r-project.org
Cc: r-sig-finance at stat.math.ethz.ch

> Dear All,
>
> I've been searching for appropriate codes to compute the rate of
> change and the curvature of  nonparametric regression model whish was
> denoted by a smooth function but unfortunately don't manage to do it.
> I presume that such characteristics from a smooth curve can be
> determined by the first and second derivative operators.
>
> The following are the example of fitting a nonparametric regression
> model via smoothing spline function from the Help file in R.
>
> #######################################################
> attach(cars)
> plot(speed, dist, main = "data(cars)  &  smoothing splines")
> cars.spl <- smooth.spline(speed, dist)
> lines(cars.spl, col = "blue")
> lines(smooth.spline(speed, dist, df=10), lty=2, col = "red")
> legend(5,120,c(paste("default [C.V.] => df
> =",round(cars.spl\$df,1)),"s( * , df = 10)"), col = c("blue","red"),
> lty = 1:2, bg='bisque')
> detach()
>
> #######################################################
>
>
> Could someone please advice me the appropriate way to determine such
> derivatives on the curves which were fitted by the function above and
> would like to thank you in advance.
>
> Cheers
> Fir
>
>
>
>
>
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