finite_differences {sindyr}

Estimate derivatives of multiple variables with finite differences

Description

Estimates first-order derivatives of column vectors of a matrix

Arguments

xs

Raw data to be differentiated (matrix)

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 multiple columnar time series.

Value

Returns first-order numerical derivatives estimated from data.

Author(s)

Rick Dale and Harish S. Bhat