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sniffit
2006 Jan 13
1
first derivative of a time series
...I need to derive a time series that represents the first derivative of an
original time series. The function coefDeriv in the cyclones package seemed to
be the ticket, but I'm not sure if I am interpreting the output of the function
correctly...or even using the function correctly.
This is a snipbit of what I've been trying:
--------
library(cyclones)
## read in my 1-column of values, each line is a different time step
ts.table <- read.table("timeseries.1d")
ts.values <- ts.table[,1]
## first calculate coefficients to pass to coefDeriv
ts.coef <- coefFit(ts.values)
d....