Learn R Programming

NNS (version 10.0)

dy.dx: Partial Derivative dy/dx

Description

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

Usage

dy.dx(x, y, eval.point = median(x))

Value

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

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

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

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).

Author

Fred Viole, OVVO Financial Systems

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

Run this code
if (FALSE) {
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))
}

Run the code above in your browser using DataLab