NNS (version 0.5.6)

dy.dx: Partial Derivative dy/dx

Description

Returns the numerical partial derivate of y wrt x for a point of interest.

Usage

dy.dx(x, y, eval.point = median(x), deriv.method = "FD")

Arguments

x

a numeric vector.

y

a numeric vector.

eval.point

numeric or ("overall"); x point to be evaluated. Defaults to (eval.point = median(x)). Set to (eval.point = "overall") to find an overall partial derivative estimate (1st derivative only).

deriv.method

method of derivative estimation, options: ("NNS", "FD"); Determines the partial derivative from the coefficient of the NNS.reg output when (deriv.method = "NNS") or generates a partial derivative using the finite difference method (deriv.method = "FD") (Defualt).

Value

Returns a list of both 1st and 2nd derivative:

• dy.dx(...)$First the 1st derivative.

• dy.dx(...)$Second the 2nd derivative.

References

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" https://www.amazon.com/dp/1490523995/ref=cm_sw_su_dp

Vinod, H. and Viole, F. (2017) "Nonparametric Regression Using Clusters" https://link.springer.com/article/10.1007/s10614-017-9713-5

Examples

# NOT RUN {
x <- seq(0, 2 * pi, pi / 100) ; y <-sin(x)
dy.dx(x, y, eval.point = 1.75)

# Vector of derivatives
dy.dx(x, y, eval.point = c(1.75, 2.5), deriv.method = "FD")
# }