The "fda" package includes various implementations for smoothing
data and differentiating the smooth, per Ravi's alternative approach.
This is generally preferable to using first differences of raw data,
because differencing raw data amplifies noise, while appropriate smooths
eliminate much of the noise, leaving you with what you most want.
Ramsay and Silverman (2005) Functional Data Analysis, 2nd ed. (Springer)
suggest that if you want a second derivative, it is often wise to use
quintic splines, because then the second derivative are cubic splines.
(The first derivative of a spline of order k is a spline of order k-1.)
An example is provided in Figure 1.2 of Ramsay, Hooker and Graves (2009)
Functional Data Analysis with R and Matlab (Springer).
However, you don't have to get to book to see that example. Just
work through the script file "fdarm-ch01.R" in system.file('scripts',
package='fda') on any computer with the 'fda' package installed.
Hope this helps.
Spencer
On 11/22/2010 7:49 PM, Ravi Varadhan wrote:
Here is a simple approach:
data<- read.table("test-data.txt")
deriv<- diff(data$V2) / diff(data$V1)
times<- (data$V1[-1] + data$V1[-3545])/2
plot(times, deriv, type="l")
Another approach is to smooth the original data and then obtain derivatives
from the smooth
Ravi.
____________________________________________________________________
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University
Ph. (410) 502-2619
email: rvarad...@jhmi.edu
----- Original Message -----
From: Yogesh Tiwari<yogesh....@googlemail.com>
Date: Monday, November 22, 2010 5:14 pm
Subject: [R] how to calculate derivative
To: r-help<r-h...@stat.math.ethz.ch>
Dear R Users,
I have trend of two time series of CO2 each 10 years of data. One is
varying
weekly and another is bi-weekly. I want to calculate Growth rate ppmv
/ year
of these CO2 trends. Therefore I want to calculate time derivative
ppmv /
year.
How to do it in R?
Here I attached example data file, I would appreciate if any one
kindly can
help on it.
Thanks,
Regards,
Yogesh
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--
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
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