NNS.diff {NNS} | R Documentation |
Determines numerical derivative of a given univariate function using projected secant lines on the y-axis. These projected points infer finite steps h
, in the finite step method.
NNS.diff(f, point, h = 0.1, tol = 1e-10, digits = 12, print.trace = FALSE)
f |
an expression or call or a formula with no lhs. |
point |
numeric; Point to be evaluated for derivative of a given function |
h |
numeric [0, ...]; Initial step for secant projection. Defaults to |
tol |
numeric; Sets the tolerance for the stopping condition of the inferred |
digits |
numeric; Sets the number of digits specification of the output. Defaults to |
print.trace |
logical; |
Returns a matrix of values, intercepts, derivatives, inferred step sizes for multiple methods of estimation.
Fred Viole, OVVO Financial Systems
Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" https://www.amazon.com/dp/1490523995/ref=cm_sw_su_dp
f <- function(x) sin(x) / x NNS.diff(f, 4.1)