[R] Derivative of a smooth function

[Ravi Varadhan]

Please learn how to use `RsiteSearch' before posting questions to the list:

 RSiteSearch("derivative smooth function")

This should have provided you with plenty of solutions. 

Ravi.
____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- 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 
> 
> 
> 
> 
> 
> ______________________________________________
> R-help at r-project.org mailing list
> 
> PLEASE do read the posting guide 
> and provide commented, minimal, self-contained, reproducible code.