[R] calculating density from cdf

[Tamas K Papp]

Hi,

I have a vector which contains the cdf of a univariate distribution.
The support of the rv is [0,1], so eg if the vector has 101 elements,
the give the CDF at 0,0.01,...,1.  The function is quite smooth. [1]

I would like to calculate (approximate) the density.  I tried fitting
a splinefun and calling it with deriv=1, but occasionally this is
negative.  How can I ensure at least positivity?

Thanks,

Tamas

[1] The cdf points are the result of a dynamic programming problem and
is calculated numerically.