Stats4Grads: Derivative Estimation, Splines and R
12 November 2008 14:15 in CM105
It is often the case that when analysing data, the derivative, or rate of change, of the observed data is of primary interest. A popular tool for derivative estimation is spline smoothing, with a large number of variants (B-splines, P-splines) being available. Choice of smoothing parameter when the derivative is of primary concern is an area on which there seems to be no consensus for the optimal choice. Current methods for derivative estimation using splines are discussed and the results of a small simulation study are presented to give a comparative overview of derivative estimation routines available in R.
Contact thomai.tsiftsi(@)durham.ac.uk for more information
See the Stats4Grads page for more details about this series.