R help - Mar 2011 - question about calculating derivatives for vectors

Hi all,

I am trying to calculating derivatives for vectors using R. I have a
numerical vector, which is in time series manner and contains "NA"s. I
want to know the changing rate throughout the whole time range. I am
wondering if there is function in R can do this. In R references I
only found functions for calculating derivatives of expressions.

For example, vectors like this
x<-c(0.997549748, 0.98039798, 0.963097713, 0.930576181, 0.907484407,
0.875705376, 0.826477576, NA, 0.772794773)

Thanks in advance.

Mingwei

Mingwei Min <mm809 <at> cam.ac.uk> writes:
> I am trying to calculating derivatives for vectors using R. I have a
 numerical vector, which is in time series manner and contains "NA"s.
I
 want to know the changing rate throughout the whole time range. I am
 wondering if there is function in R can do this. In R references I
 only found functions for calculating derivatives of expressions.
[attribution pruned to fool Gmane]

?diff   ?

Mingwei Min <mm809 <at> cam.ac.uk> writes:
> 
> Hi all,
> 
> I am trying to calculating derivatives for vectors using R. I have a
> numerical vector, which is in time series manner and contains
"NA"s. I
> want to know the changing rate throughout the whole time range. I am
> wondering if there is function in R can do this. In R references I
> only found functions for calculating derivatives of expressions.
> 
> For example, vectors like this
> x<-c(0.997549748, 0.98039798, 0.963097713, 0.930576181, 0.907484407,
> 0.875705376, 0.826477576, NA, 0.772794773)
> 
> Thanks in advance.
> 
> Mingwei
> 
First you have to decide how to interpolate the data points, e.g. through a
polynomial fit (of degree 2,3,...), some Newton or Lagrangian interpolation,
spline fitting (see "splinefun()"), etc.

Then you can differentiate this fitted function, e.g. directly if it is a
polynomial or numerically (see "numderiv::grad()"). Most of these
functions
just skip any "NA" values.

--Hans Werner