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rnumerical-methodsspline

how can I evaluate the derivative of a spline function in R?

R can generate a spline function using splinefun() in the splines library. However, I need to evaluate this function at its first and second derivatives. Is there a way to do this?

for example

library(splines)
x <- 1:10
y <- sin(pi/x) #just an example
f_of_x <- splinefun(x,y)

How can I evaluate f'(x) for a vector of x's?

Solution

  • It is very easy to do since the ability to evaluate the function at its derivatives is built in to the function! 

     f_of_x(x, deriv = 1)

    Thanks R-core!