Please keep in mind this question has absolutely nothing to do with
finance, and therefore needs to instead be directed to R-help.
Thanks in advance for keeping the R-finance list on topic.
Jeff
On Fri, Apr 2, 2010 at 3:36 AM, FMH <kagba2...@yahoo.com> wrote:
>
> Dear All,
>
> I've been searching for appropriate codes to compute the rate of change and
> the curvature of nonparametric regression model whish was denoted by a
> smooth function but unfortunately don't manage to do it. I presume that such
> characteristics from a smooth curve can be determined by the first and second
> derivative operators.
>
> The following are the example of fitting a nonparametric regression model via
> smoothing spline function from the Help file in R.
>
> #######################################################
> attach(cars)
> plot(speed, dist, main = "data(cars) & smoothing splines")
> cars.spl <- smooth.spline(speed, dist)
> lines(cars.spl, col = "blue")
> lines(smooth.spline(speed, dist, df=10), lty=2, col = "red")
> legend(5,120,c(paste("default [C.V.] => df =",round(cars.spl$df,1)),"s( * ,
> df = 10)"), col = c("blue","red"), lty = 1:2, bg='bisque')
> detach()
>
> #######################################################
>
>
> Could someone please advice me the appropriate way to determine such
> derivatives on the curves which were fitted by the function above and would
> like to thank you in advance.
>
> Cheers
> Fir
>
>
>
>
>
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>
--
Jeffrey Ryan
jeffrey.r...@insightalgo.com
ia: insight algorithmics
www.insightalgo.com
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