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sindyr (version 0.2.4)

finite_differences: Estimate derivatives of multiple variables with finite differences

Description

Estimates first-order derivatives of column vectors of a matrix

Value

Returns first-order numerical derivatives estimated from data.

Arguments

xs

Raw data to be differentiated (matrix)

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 multiple columnar time series.