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From Luc Maisonobe <Luc.Maison...@free.fr>
Subject Re: [math] Getting second derivative for discrete dataset
Date Fri, 30 Mar 2012 21:36:35 GMT



SUJIT PAL <sujit.pal@comcast.net> a écrit :

>Hi,
>
>I have a (newbie) question about how to go about solving the problem
>below with commons-math.
>
>1) I have histogram data (equal x intervals) based off some
>distribution.
>2) I need a way to calculate the second differential between two given
>x points in the distribution.
>
>Here is what I think I should do:
>1) Feed the (x,y) values represented by the top of each histogram entry
>within my x-range into a UnivariateRealInterpolator between ranges
>(x1,y1) and (x2,y2).
>2) The interpolate method gives me back a PolynomialSplineFunction
>(call if psf).
>3) I get the second differential UnivariateRealFunction (call it urf)
>by calling psf.getPolynomialSplineDerivative().derivative()
>4) I compute the second derivative value as the difference of
>urf.value(x2) - urf.value(x1)
>
>Does this sound like a reasonable/accurate approach? Any
>suggestions/gotchas or pointers to better approaches?

No, this is not an approach I would recommend. A much more straightforward
way to compute this derivative is to apply a dedicated finite differences formula
on three consecutive points. I'll give ou such a formula tomorrow (I am on a mobile
device right now and it is difficult to write a complète mail...)

Luc

>
>Thanks very much,
>
>Sujit
>
>
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