[R] numeric derivation

Oliver Bandel oliver at first.in-berlin.de
Sun Oct 12 15:19:32 CEST 2008


Zitat von Gabor Grothendieck <ggrothendieck at gmail.com>:

> On Sun, Oct 12, 2008 at 7:24 AM, Oliver Bandel
> <oliver at first.in-berlin.de> wrote:
[...]
>
> The input to numericDeriv is not values but an expression.
> See the Examples section at the end of ?numericDeriv
> The expression given as the first arg
> ultimately needs to be evaluated at a value so it  needs to
> know where to find that value.  Note that it defaults
> to the caller's environment so we can leave that argument
> out if the variable is known to be there:
>
> X <- 3
> numericDeriv(quote(X^2), "X")
[...]

Well, that's quite close to symbolic derivation.

I have a dataset, that I want to derive numerically
"quote(X^2)" is providing a function. I have a dataset.

So I may write my own derivative function?
Or is there something as part of the ts-class available?

Ciao,
   Oliver



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