calculate.gold {doremi} | R Documentation |
calculate.gold
estimates the derivatives of a variable using the Generalized Orthogonal Local Derivative (GOLD)
method described in doi: 10.1080/00273171.2010.498294Deboeck (2010). The code available on this paper was extracted and adapted for non constant time steps.
This method allows calculating over a number of measurement points (called the embedding number) derivatives with uncorrelated errors.
calculate.gold(signal, time, embedding = 3, n = 2)
signal |
is a vector containing the data from which the derivative is estimated. |
time |
is a vector containing the time values corresponding to the signal. Arguments signal and time must have the same length. |
embedding |
is an integer indicating the number of points to consider for derivative calculation. Embedding must be greater than 1 because at least two points are needed for the calculation of the first derivative and at least 3 for the calculation of the second derivative. |
n |
is the maximum order of derivative to estimate. |
Returns a list containing the following elements:
dtime- contains the time values in which the derivative was calculated. That is, the moving average of the input time over embedding points.
dsignal- is a data.frame containing n+1 columns and the same number of rows as the signal. The column k is the k-1 order derivative of the signal over embedding points.
embedding- number of points used for the derivative calculation.
n - the maximum derivative order calculated n
#In the following example the derivatives for the function y(t) = t^2 are calculated.
#The expected results are:
#y'(t) = 2t and y''(t) = 2
time <- c(1:500)/100
signal <- time^2
result <- calculate.gold(signal = signal, time = time, embedding = 5)