[R] First and second derivatives of raw observations

[Spencer Graves]

p.s.  My suggestion is a special case of Duncan Murdoch's suggestion: 
If you have a model that should fit the data, use it.  If you don't -- 
or if you have only something rather general -- then the more general 
tools of functional data analysis may be useful.

######################
        There is a strong argument for fitting something like splines 
and then differentiating the spline fit.


       I trust you won't object to my immodest recommendation of the 
"fda" package and book by Ramsay, Hooker and Graves (2009) Functional 
Data Analysis with R and Matlab (Springer).  The "fda" package includes 
scripts to work all but one of the 76 examples in the book.


       Hope this helps.
       Spencer Graves


On 8/30/2010 4:13 PM, Duncan Murdoch wrote:
> On 30/08/2010 6:40 PM, mtorabi at math.carleton.ca wrote:
>> Dear all,
>>
>> I was asked to send the following question:
>>
>> We have some (raw) observations and would like to get the first and
>> second
>> derivatives in R. Any comment would be appreciated.
>
> Fit a model, and take derivatives of the fit.  Which model?  Depends
> on the context.
>
> Duncan Murdoch
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>


-- 
Spencer Graves, PE, PhD
President and Chief Operating Officer
Structure Inspection and Monitoring, Inc.
751 Emerson Ct.
San José, CA 95126
ph:  408-655-4567