finite_difference {sindyr}

Estimate derivative of variable with finite differences

Description

Estimates first-order derivatives of a vector

Arguments

x

Raw data to be differentiated

S

Sample rate of data to return derivatives using raw time

Details

Uses simplest version of finite-difference method (window size 2) to numerically estimate derivative of a time series.

Value

Returns first-order numerical derivatives estimated from data.

Author(s)

Rick Dale and Harish S. Bhat