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sindyr (version 0.2.4)

finite_difference: Estimate derivative of variable with finite differences

Description

Estimates first-order derivatives of a vector

Value

Returns first-order numerical derivatives estimated from data.

Arguments

x

Raw data to be differentiated

S

Sample rate of data to return derivatives using raw time

Author

Rick Dale and Harish S. Bhat

Details

Uses simplest version of finite-difference method (window size 2) to numerically estimate derivative of a time series.